Yeah the old TrailBlazers had them inside one of the rear trim pieces. It seems like many of the newer GM vehicles have the amp inside the dash. I've looked inside the cargo trim and found a fuse box, but nothing else.
If the Trailblazer audio system is anything like the Blazer you might have to disconnect the ANC system to prevent problems. ANC will try to cancel out noise that comes from non stock speakers, amp, subs, etc. ANC is only on AWD models.
I would try to make everything as "plug & play" as possible to avoid problems. Crutchfield has a few wiring harnesses that will integrate with the system.