I don't have an iPod, so I use the Belkin FM transmitter from Target. I think it was $30, but it blew away the cheapo $20 version I had before it, that didn't work ANYWHERE on any frequency. It definitely is NOT as good as a hard-wired solution, but until I am ready for a new car, it works.
The Belkin plugs into my cigarette lighter, so my MP3 player only uses the same amount of juice as it would when I'm running, and since it has about 10 hrs of charge, that's plenty for any road trip - even there and back again for a weekend getaway.
If you travel frequently or for long durations, one benefit of the iPod dock versions is that many will actually CHARGE your unit while you drive. Something to consider.