This article is from the Car Audio FAQ, by Ian D. Bjorhovde (firstname.lastname@example.org) with numerous contributions by others.
You can use any portable CD player in a car provided that you have
either an amplifier with line level inputs (preferred) or a tape deck.
If you have the former, you can simply buy a 1/8" headphone jack to RCA
jack adapter and plug your CD player directly into your amplifier. If
you have the latter, you can purchase a 1/8" headphone jack to cassette
adapter and play CDs through your tape deck. The cassette adapters
tend to be far more convenient; however, there is a significant
tradeoff: by using cassette adapters, you limit your sound to the
frequency response of the tape head, which is sometimes as much as an
entire order of magnitude worse than the raw digital material encoded
onto the CD itself.
Portable CD players which were not designed for automotive use will
tend to skip frequently when used in a car (relatively). CD players
that are specially designed for automotive use, such as the Sony Car
Discman, tend to include extra dampening to allow the laser to "float"
across the bumps and jolts of a road. Some people have indicated
success with using regular portable CD players in a car when they place
the CD player on a cushion, such as a thick shirt or even on their