Glad you're liking your Jeep! But, just because you're not having problems, doesn't mean you can't come and visit!
Do a search in the forum, this has been brought up a few times.
I had mine installed at a local ship between the two rear sunroofs (just after the slope), so the monitor isn't too close to the person viewing. The installer simply said after removing the headliner and sunroof trim, he installed a piece of wood wrapped with a towel. Wood for stability and strength - towel for soundproofing.
It's the best $1000 bucks I've spent. That included the monitor/dvd player, two wireless headsets, installation and all other wires needed for the job.
I would never tackle it myself, but if I took it to a Futureshop or Circuit City, I'd make sure to have someone with lots of experience do it, so they don't ruin your headliner, trim etc., and you have a professional looking finish.
Here's a pic of mine from the back (not the closest pic, but it works).