Home stereo: 1/8" (3.5mm) to RCA. About $10-15 at any Radio Shack, Best Buy, etc.
This of course, only works if you have an aux in (or additional inputs) on your stereo. If you're using an amp/receiver you will. If you're using a home-theatre-in-a-box, you might not.
Car Stereo: What make/model/year? For newer cars you can buy an ipod interface (they start at $100 and up).
If you feel like upgrading, you can buy a new deck with an ipod or an aux in.
Cheapest route with best sound quality (IMO) is an FM modulator. Uses the FM channels, just like the wireless transmitters, but it's hardwired to your FM antenna, so there's no interference.
http://www.scosche.com/products/productID/417