If your head unit lacks aux connectors, try
http://www.crutchfieldadvisor.com/ISEO-rgbtcspd/learningcenter/car/peripherals_installation_guide.html?page=3
and for iPod instructions
http://www.crutchfieldadvisor.com/ISEO-rgbtcspd/learningcenter/car/ipod/ipod_installation.html?page=5
thanks to bell, I got one of these
http://www.crutchfield.com/S-JkiqHg0q90v/cgi-bin/ProdView.asp?g=251550&I=026EFM01
For music downloads I use iTunes Music Store, the price is pretty similar to everyone else ($0.99/song) and the software is great.
Try podcasts, I am enjoying them. Also at iTMS and free.
Also if you like books on tape, books on iPod are good especially for long drives. Just rent a book on CD from the library and rip it into iTunes.