It would depend on you car audio setup really.
My 13-year old (don't laugh) Scorpio still has the tape-deck equiped radio on board. So I simply bought one of these "walkman to tape" casette's you slot into the tape deck, and connect the other side to the audio output of the PDA.
My new C-Max doesn't have a tape but a CD-player, but it does have an AUX-input, so that wasn't really rocket science either. :-)
If neither of the two options is usable and you don't like the idea of either swapping your radio or starting to fiddle with the radio's internal circuitry, I've seen low-power RF transmitters on the net and in the better electronics catalogues which redirect any given audio signal (mp3 player, CD, ... thus also PDA) to a FM signal which you can tune into just like a normal radio station : the signal only carries a couple of meters really. Depending on the country you live in, it may not be 100% legal to use them though due to the specific RF-rulings of each country.
Example of such a device :
http://www.gibsonteched.net/CK165.html
My favorite solution however doesn't include the radio at all : a separate loudspeaker with build-in amplifier. These things can be bought at your local electronics shop and should be very cheap too. The advantage of this is obvious : you'd still be able to use your car stereo, yet have a clear and loud enough PDA-voice for directions.