OK, lots of partially correct info here. First, yes it is a direct swap with some caveats. Since it's a Denali, you need to check your RPO codes (the label is in the glove box). You need to see if you have the Y91 code on it, that is the LUX stereo system. You will need a Y91 radio if it does, or a non-Y91 if it's not. They look the same, the difference is in the software. These are also referred to as LUX (Y91) and non-LUX or Premium if no Y91. Getting the wrong radio for your RPO code will require replacing the amplifier under the console with the matching amp and reconfiguring the amplifier plug. Mismatching radio and amplifier will blow the amp. Others are correct about the antennas, and you will have to add a GPS antenna. The factory GPS antenna mounts to a brace under the dash cover, but there are aftermarket options that can just be stuffed in there while the radio is out. The wiring harness for an '05 should be plug-and-play.
The LUX system was only available in Escalades, Denalis and Hummers. It was not an option on Chevys and non-Denali Yukons. I am pretty familiar with the specifics on this because I have replaced the premium non-nav radio and amplifier in my Tahoe with an Escalade LUX navigation system.