I haven't found any AUX input, but, what I am using for my iPOD which works
quite well is a Cassette adapter (Radio Shack has them for about $10) and
the Belkin Car-Charger with 1/8" phone jack/volume control. This plugs into
the iPod Dock connector and charges it as well as extracting the audio. The
volume control on the cigarette lighter plug is independent of the iPOD volume
control which has no effect. Thus, you can adjust the level for the cassette
input on the charger, and, leave your iPOD volume where you want it for
your headphones. It's not ideal from a cable perspective (cord runs from
cigarette lighter port to ipod and from cigarette lighter plug to cassette-tape
like thing in cassette deck), but, otherwise, pretty clean and without the FM
disadvantages.
Owen