I put an aftermarket (Pioneer) head unit in the truck that has MP3 capability. Runs off a USB drive I have stashed in the glove box. LOVE IT!!
In all honesty, for about what you'd have in getting an MP3 player and a line adapter for it to play through your stock stereo, you could buy an aftermarket unit that would do the same thing and let you use simple USB flash drives. The HU for my truck was $149 because I needed some specific output configurations for my setup. I've seen similar units that didn't have the extra doodads I needed going for just over a hundred. Throw in another $30-35 for a mounting kit and a wiring harness adapter.
Brad