I use an FM transmitter. There's a really good and cheap one here that plugs into the cigarette lighter socket and plays either from memory stick or from a lead connected to an ipod.
http://svp.co.uk/product/in_car_12v_mp3_fm_modulator_(with_hinge_design)_55424
http://svp.co.uk/product/in_car_12v_mp3_fm_modulator_(with_hinge_design)_55424