I just use a cassette tape adapter and pop the iPod into one of the cup holders, which holds it quite securely (mine is in a very cool iSkin case). The FM adapter made by Belkin is OK only if you're not moving since you'll soon lose whatever station you've latched on to.
Click on parts and call them. http://www.beckerautosound.com/ order the keys for removing the head unit while you're at it, they're only $2, or the may be in the Aux kit already. If you have any plans to power other devices you may want to get the $5 plug for tapping the phone power connector in the console too.