I bought an FM transmitter for the same reason, but never had much success with it. The problem is that you need to set it to transmit at a vacant frequency, one that isn't already being used by a radio station. It's very hard to find one now, there are so many FM stations and some seem to have a very broad frequency footprint. If you use it on a long trip, you might find a quiet frequency in one part of the country but then lose it when you drive into range of a local station when you drive on a bit.
If your car stereo has an 'Aux' input, you just need a 3.5 mm stereo male to male cable to connect between the earphone socket on the phone and the input like this:
http://www.amazon.com/Parts-Express-3-5mm-Stereo-Cable/dp/B0002ZPJZ
If it doesn't have an 'Aux' socket, then you might have to consider changing to one that does. It's a pity not to be able to use the speakers that are already in the car, they obviously will give you the best sound, an alternative might be to get portable speakers that connect either directly or wirelessly to the phone. Still looking for a good solution to this issue as I'm in this position myself.