I'm not sure if this link will work, but check out the Belkin auto kit for iPod with dock connector
this guy has a small adjustable amplifier and make a NICE difference in the loudness and audio quality of the iPod when using the AUX input. It also detects the power to the cigarette lighter being cut and pauses the iPod when the car turns off (too bad I don't think it's smart enough yet to unpause the iPod when the car turns back on!). Definitely worth the $40.
Oh, and because it's taking audio out of the iPod through the dock connector and not the headphone jack the volume controls on the iPod have to effect, the Belkin thing has a small dial on the side.