The nice think about buying an MP3 player separate and using an FM transmitter is that you can pick exactly the MP3 player you want from among the dozens (probably hundreds) of possibilities with the broadest range of selection (vs. being limited by something that would plug in directly to your car, where I'd imagine the selection is much more limited).
Suggestions on transmitter:
1. Get one that can work with all stations, not just four down around the 88Mhz range.
2. Get one that is easy to change stations on the fly
3. Get one where the unit plugs directly into your car's lighter socket -- not one with batteries and not one where the lighter plug has a wire that leads to the transmitter, which then has a wire leading to the player. Much better if the entire transmitter plugs into the socket, with one 3.5MM jack at the end of a wiere coming out of that, which plugs into your MP3 player. This way, it's much easier to pick up the MP3 player to change songs, etc, without the transmitter unit itself dangling 3 inches from the player.
I bought mine for $49.99 at BestBuy. Didn't see it when I looked on their website, but it is available in the stores where I live.