Tired of switching CDs and dealing with them getting dusty and scratched (and therefore skippy) in the harsh environment inside a car, I've started using the MP3 player on the road. I've got one of those mini FM transmitters that I plug into the headphone jack of the MP3 player, and use that with the tuner in the car stereo. Works okay most of the time, but often it gets staticky. On road trips, no matter what frequency I use, it eventually gets flooded out by another signal. (On a 500-mile trip, any frequency you can think of, sooner or later there's a station that uses it.) Also, there's a loose wire in there somewhere because the left-side speakers work sometimes but not others.
Been thinking about getting a car radio with an auxiliary input so as to eliminate the need for the mini-FM and not have to deal with static and interference. I see that for less than $100, you can get one with all kinds of options, not only the auxiliary input but also USB and SD ports, and the ability to play CD-Rs laden with MP3 files instead of the usual audio-CD format.
The MP3 player is my second one. The first started making random noises during playback, quite annoying when you're trying to hear a podcast or a favorite song. Tried different batteries and SD cards, to no avail, so it's out of commission. I replaced it with the cheapest thing with an OLED display (easier to see than LCD). I might ultimately replace that with an iPod (so I can sync it with iTunes on my Mac, presumably including the playlists so I can let it go for hours without having to fuck with it). No need to worry about distracted driving (from me anyway). I decide what I want to hear ahead of time and start it up before driving off. I might reach over and hit the skip button if I get tired of a song, but I don't fuck with the menus unless I'm stopped.
Anyone else here installed your own car stereo or have opinions on the options described above?