I'd recommend against these FM transmitters - I went through a whole load of them before eventually giving up. Just too much interference to get a clean signal in my explorer.
Best option if available is plug directly into an auxiliary line in on your head unit. If there isn't one, then a tape adaptor would work well. If you don't have a tape slot, then it starts getting tricky...
If your unit has a CD changer interface (that you're not using), then you can get box to plug into that which turns it into an aux line in. If this isn't available (as in my case where you have an in dash cd changer) then your best bet is a hard wired modulator, rather than one that transmits.
Get one with a switch to let you change between it and your antenna to reduce any chance for interferrence. I got one including fitting from a local Circuit City for $105. A lot more expensive than the above units, but it actually works, and gives me a really good clean signal. Can't tell the difference quality wise between it and my cd player.