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If your car stereo doesn't have an auxiliary audio port, another option you can try is an FM transmitter. These types of devices have been around for many years and got their start during the days when people used portable CD players in their vehicles when they couldn't afford a regular CD player car stereo. They are very commonly found these days when connecting portable satellite radios to car stereos. The FM transmitter works by letting you set your radio to a particular station where there is no interference from nearby radio stations, then you match the transmitter to that frequency and it broadcasts from your iPhone directly into the radio.
The downside to using an FM transmitter is that you will often run into interference from outside sources like other radio stations, especially if you are traveling. Nothing is better than a direct cable connection, but if that option is not available you can still get pretty decent performance from an FM transmitter if you configure it correctly. There are many different choices for iPhone FM transmitters, so be sure to shop around.
(Image credit: Apple.com)