I've heard of being able to add an aux input wire to the stereo in most cars but wondered how/what I will need to do it in my car? Anybody done this successfully?

If the radio has a Yellow/Green/Blue connector on the rear and the Blue connector isn't being used for the 6 CD player, then you can buy on ebay/audio dealers an adapter that plugs into the blue socket and gives you a 3.5mm jack for MP3/ipod etc

I have a 6 CD player in the car! Any other options other than 3rd party stereo?

Cable splicing..?