They are cheap and in my experience they are crap.
They rely on you being able to find a clear frequency on the FM spectrum, the better frequencys are in the middle of the band.
My problem with it was I was driving a 50 mile commute from leeds to near pickering every morning, and on this trip it was nigh on impossible to get a clear signal for more than a minute or two, even at the less popular extremes of the frequency band.
It seemed as though even the slightest of external signal (can occaisionally pick up radio from france/belgium on the descent down to helmsley from sutton bank) would knock the itrip out.
The Itrip i think was the first such device approved by apple, theres loads of random clones around these days.
I have also used a clone one whilst driving from barcelona to valencia along the coast, accross vast expanses of nothingness, where the FM band is relatively empty, and even there the device failed to live up to expectations.
In the end I plumped for a wired kit that connected up to the cd changer port of my VW's head unit. Cost £100 (about 5 years ago) so was probbably 5x the price of the itrip, but it just worked! even allowing you to control the ipod via the normal car stereo controls.
I did a self fitting option, of sorts. I basicly had the cable hanging out of the dash, my intention was to fit the unit into the base of the ashtray so it was concealed and hidden from view, but I never got around to it. I just disconnected the unit from the cable and shoved it in the glove box when parked.
I cant remember the make of it, but have a google, its certainly worth the additional expense.