Unfortunately, I think that is what I may ultimately end up using.
I was hoping for a car stereo with the mp3 player permanently built-in, probably with a data cable for you to update the internal memory stick. I haven't seen such a car stereo yet.
I don't think I would like the audio port. You would still have all the hassle of bringing your regular MP3 player in and out of the car, running the cable, replacing its AAA battery, worrying about some punk breaking into your car and stealing the MP3 player, etc.
It looks like I would have to find one with a USB port, though I am worried about a USB key sticking out of my car stereo. For example, it could accidentally get knocked out from getting in/out or loading items in/out of the car.