I bought one of them generic FM transmitters, that plug into the base of the iPod/iPhone and the music then comes-up on a free FM channel.
Cons:
You can hear the iPod music on the radio speakers, but that's about it - i.e. you can't control the iPod through COMAND (play/pause/shuffle etc).
Also, some will say that the sound quality isn't as good as it would be through a wired connection - but it's as good as any FM station you can find, which is fine for me.
Pros:
It costs £25 and takes only a couple of minutes to set up...