If you don't have a tape deck or an aux in jack, you can install a FM modulator. My wife's car didn't have any type of aux in and she refused to replace it with an aftermarket.
I installed one that is completely hidden in the dash and injects its signal directly into the antenna port on the radio. There is a difference between an FM transmitter and one of these. I am no audiophile, but its sounds perfectly fine and as good as the radio stations.
Here is the one I got -
LINK