MY2006 and up have an aux-in on the front of the head unit for connecting a music player. There is no factory aux-in for the earlier model years but there are a few different ways to connect a music player.
Cassette Tape adapter
This is the cheapest and easiest solution. I have tried a few different ones and you can get some decent results. My favorite is the tape adapter from Monster. With others, you sometimes only get sound from left or right speakers and have to move around the tape adapter in the tape slot to get decent sounds.
Pros: Cheap, easy to use
Cons: OK sound quality
FM transmitter (wireless)
An inexpensive add-on which transmits the audio signal over the air and gets picked up by the head unit at a pre-selected frequency. I have never used one of these but haven't read any good results with sound quality.
Cons: Sound quality mediocre at best
FM modulator (wired)
These devices connect directly to the antenna input on the back of the head unit. They work better than the FM transmitters but not as good as line input or the head unit add-on.
The Scosche FM-MOD02 is an example of an FM modulator. I had one in a previous Saab and sound quality was similar to a tape adapter. Frequency tended to shift over times so it sometimes sounded like a radio station was fading out.
Pros: good sound quality
Cons: requires removing the head unit and tap into power wires
Head unit add-on
Rubenson Industri in Sweden makes an add-on that connects to the cd changer inputs on the back of the head unit. This is the most expensive but also may give the best sound. SEK 1209 = USD 188 = EUR 143
CDConnect is the leading AUX-adapter for SAAB Ė it gives you an AUX in connection in the mid-console of your car. With an auxiliary input connection you have the possibility to connect any music player to the carís stereo. CDConnect works with all music players that have an outlet with analogue audio signal such as for example mobile phones (e.g. Iphone), mp-3 players, and laptops. In order to connect the music player you just have to use the accompanying cable and plug the end into your music playerís headphone jack.
More information here: SAAB AUX | Connect a musicplayer to your car!
Pros: best sound quality
Cons: expensive, requires installation
There are a few tutorials that explain on how to directly connect to the line input inside the head unit
Line input (aux-in) for music player using telephone input
26.11.2006: Saab 9-5 Line Input - photo.platonoff.com
Pros: cheap, great sound quality
Cons: requires opening the head unit and soldering