The answer is "maybe."
It really depends on the capabilities of your car stereo's head unit.
Often you can hook an iPod (regular or mini) up through a head unit's CD changer input and have a direct line in to the stereo -- this usually requires a 3rd party solution like those from
Blitzsafe to create a line-in to the CD changer input.
Some newer BMW and MINI head units have an actual separate aux input capability in addition to the CD changer input, so you can actually buy a cable from the dealer that lets you hook up anything with a 1/8" stereo miniplug and play it through the car stereo. This is how I have my iPod hooked up in
my car.
In my book, either of those options is the best way to go. Cassette adapters and FM transmitters should be methods of last resort because sound quality is relatively poor with either method.