Hands down the best way I've found is a little adapter that connects to the back of your Jeep stereo where a cd changer would typically go.
About $60 and easy to install. Basically, now I can connect anything with a 1/8" earphone plug directly into my stereo system.
Amazon.com: Precision Interface Electronics CHRY02-AUX Add an auxiliary input to select 2002-04 Chrysler/Dodge/Jeep vehicles: Car Electronics
The link is to the one I bought but make sure you get the one for your model/year.
Huge , That's the only the only way to go IMHO. I can't stand those stupid FM transmitters, static galore.
I don't like FM modulators. I get sick of trying to find an open channel when I'm driving. In some areas, it's so congested that there's nothing open enough to allow me to use the modulator without a ton of annoying static. I eventually got fed up and just bought a new head unit with an AUX port and a USB port on the front. The USB is technically for connecting an iPod, but I use it to charge my cellphone. and I use the AUX for my MP3 player. It was WELL worth the money.
just as a heads up. you can put music on a thumb drive and plug it into that USB port and play music from it.
Yeah, but I don't. I don't like the browsing controls on my head unit. I'd rather plug my iPod into AUX and use the iPod controls instead. According to the instructions, you can disable the head unit control of the iPod when it's connected to USB, but I've never gotten it to work right, so I just stick with AUX. Plus, it leaves the USB port open for recharging my phone.