I often listen to my MP3 player on the train on my way home from work, and it annoys me that I can't continue to listen to the same music once I get into my car to drive home from the station...
...so I have just bought myself an MP3 Car Radio FM transmitter on Ebay
(link)
...and I have to say I am very impressed!!
For £13 (£8.99 +£3.99 p&p, although it was slightly cheaper as I bought something else too) it was great value
As the transmitter just plugs into the headphone socket of the MP3 player, I guess it will therefore plug into any device with a headphone socket, portable CD player etc if need be.
Very easy to use, and although only really radio quality, plenty good enough for what I needed.
So for anyone who can't fit a CD player to their car and has a radio and wants an endless supply of their favourite tracks... I would recommend one of these!!
(and our Tesco's are selling 256mb Technika MP3 players for £5!)