How do I hook up my iPod to a 1999 Saturn SL2?

I have a 1999 Saturn SL2. It has a single disk CD player. On the console there is an aux button, but it seems to serve no purpose. I've tried FM transmitters before, but they never seem to give me good quality. Is there another way that I can play my iPod and if not what kind of transmitter is a good one that wont break the bank?