Emerson makes a personal CD player with an FM transmitter. You just tune your car radio to an empty frequency between 88-92 and you can also tune the CD player's output frequency to match. You don't need a car kit and you don't need a car stereo with a tape player. A simple AM/FM radio is all that's needed. I don't know why only Emerson makes something like this.
The only place I've seen these in stores was in a Shopko. Shopko is only in MN, IA, and Wisconsin I think. These were on sale last week for $49 and I posted in Hot Deals, but nobody seemed to care. Oh well, I tried to help some people.