If you have an XLR cable, I recommend using the transformer (or other gizmo) at the AMP end. This way, you keep the advantages of the XLR connection (won't pull out, any length you need) and it will be easier to change from high-Z (guitar amp) to PA system (usually low-Z).
To use a guitar cord, you'll plug the adapter into the Honker and use the guitar cord to go from there to the amp.

To avoid having heavy stuff (the adapter and XLR cable) hanging off the input to your amp, you can use a short guitar cord between the adapter and the amp. the Shure A95UF will adapt XLR to EITHER male OR female 1/4" plug/jack.
Radio Shack has transformer adapters, They're cheaper, but they do not have good low-frequency response. If you're running a Smokey or an MS-2, this may not be a problem; but anything larger and you won't be satisfied.