Some recievers have either RCA inputs or auxillary inputs. An auxillary input will typically be a simple jack and will enable the easy connection of all MP3 players.
RCA inputs are primarily designed so that you can have the sound from an in car DVD player/game console running through your reciever and thus car speakers. However I believe it is possible to get conversion cables that go from a standard jack to RCAs.
Basically a stock head unit will not have inputs however if you really want them then look for an aftermarket unit that is advertised as having "auxillary inputs" or being "ipod ready".
Your other options are; radio or tape transmitters.
You may have seen the cassette tapes with a cable for plugging them into a CD/MP3 player basically you plug it into your MP3 player and chuck the tape in the reciever and it plays whatever the MP3 player is. Obviously though this only works for cars with tape decks.
A radio transmitter does basically the same thing but because it transmits over FM radio it is compatible with all Head units. An iTrip is a prominent example of this technology. That said a word of advice: do NOT buy an iTrip they are overpriced, drain the iPods battery and are a pain in the arse to use.
Look for something that has its own power supply, and operates independtly of the MP3 player eg you adjust the frequency it transmits on manually on the transmitter itself (typically via a small LCD screen).
A good example is the Belkin Tunecast seen here:
http://catalog.belkin.com/IWCatProd...nt_Id=1&Section_Id=&pcount=&Product_Id=166893