If you're not rolling in a BMW, Subaru or one of the handful of new cars that rock built-in iPod connections, you probably use iTrip or another radio/tape adapter to listen to your iPod in the car.
If you're looking for a more permanent built-in connection and you're willing to get your hands dirty, you can always install a connection by yourself. (It can cost up to $2,000 to have this done professionally, although it's not always so pricey).
Maclife has put together a great how to guide for wiring an iPod connection in your car and it's my belief that any geeky girl or guy should be able to tackle it. All you need is a car stereo with an RCA auxiliary input behind the dash, some geeky tools and a little bit of time.
For help getting started, just
Car stereo with RCA auxiliary inputs
Screwdrivers and/or other tools to access the car stereo
12-volt power outlet ($10 at automotive store)
Wire cutter, stripper
10-gauge wire ($5 to $10 at automotive store, optional)
Assorted crimp connectors ($5 at automotive store)
XtremeMac RoadShow Car Audio/Video Cable ($49.95)
Belkin Auto Kit for iPod w/Dock Connector ($39.99)
TuneFlex ($49.99) (or similar)
Stereo RCA-to-mini adapter ($5 to $10) required for Auto Kit or TuneFlex; not needed for RoadShow
Cable ties (optional)