Here is a detailed tutorial I made describing how to install an AUX input to your car. For this to work your car must have XM radio capabilities. You DO NOT have to be subscribed to XM (I am not). This was done on a 2004 GMC Yukon, but as long as you can find the XM module you should be able to perform a similar operation. Let me know if you have any questions at all! Enjoy.
Things you will need:
3.5mm Audio Jack (I bought a 2pk at Radio Shack for about $2.00)
Some speaker wire, or similar. (Enough to reach from where you mount the jack to your XM module)
Tools that would help
Soldering Iron & Solder
Some kind of electrical insulator (I used liquid electrical tape)
A drill or Dremel