And the FM transmitting to a radio.
If you want to go the cheap route to play your own music on a car without a CD player, you can always get a little 40 buck Fm transmitter (which are a lot stronger and transmit a lot further than the pre-made CD to car radio transmitters) and use it to transmit CD audio to the car radio, or any radio for that matter. The good thing about an FM transmitter is that you can stick any audio at all on your radio instead of only putting on only CD's that transmit for less distance if you buy a portable Cd player adapter. You could use these to transmit mp3's to your stereo system as well; a lot cheaper than buying a device that will only transmit one thing. Plus, it is kind of cool having your own little radio station effectively.