It depends on your car. Or, to be more specific, on the radio in your car.
Some car stereos have AUX-IN jacks. If that's the case, all you need to do is plug a patch cable into the radio and the iPod.
Many factory-installed radios have CD changer options. If you do not have a changer, that means there should be an unused connection either behind the radio or (likely) in the trunk. There are companies that sell products that plug into these connectors and essentially create an auxiliary-in jack.
Other than these options, your only choice is to get a new car stereo with an AUX-IN jack. I've seen models at Best Buy and Circuit City for under $100 that have this.
Good luck!