You have a couple of options:
1) You can install a new head unit (the radio, cd/tape deck unit in the dash) ect. The newer systems support mp3 format burned on a CD. You can literally burn hundreds of songs onto one CD and there you go. You will just need to buy a wire harness adapter and in some cases a mounting kit. Its not very complicated, if you don't feel comfortable doing this yourself any Car Audio shop can do this.
2) Another option is getting a FM Modulator. This device connects into your radio antenna, and electrical system. It has a connector you plug your IPOD, MP3, Laptop, ect audio device, and your music plays out of a preset radio station. This device is pretty much the only option if you want to keep your stock radio that doesn't have a tape deck.
3) Last option is a tape deck adapter. These devices have been around for a very long time, you put this cassette tape device that has a wire connector attached to it and plug it into your audio device.
They all have their pros and cons:
1) Installing a new head unit will get you the best results as far as music quality and options. Just be careful about which one you select to make sure the it has the options you want, and research to see if it has a CD changer support (if you still want that option). They are the most expensive option of the three, ranging from $80 to $500 and one big drawback is that a nice new head unit makes your car more of a target to theft sometimes its hard for thieves to tell the cheap from expensive but they are all pretty easy to smash and grab.
2) Putting an FM modulator is a good option if you want to keep your audio system stock while adding the option to plug in outside devices. They are between $30 to $60. Just be advised, they are a little more complicated to install than a new head unit, and the sound quality isn't as good as the replacing the head unit but isn't bad either.
3) The Cassette Adapter is the easiest and cheapest option. About $10 to $14 you don't have to spend any extra time or money to make it work. The sound quality though varies, it won't be as good as a new head unit, but some claim to be as good as a FM Modulator, you do however need a cassette tape deck to use this option.