I take it you have and 06 Fusion then....?
You have a couple of different choices to use with your FACTORY STEREO and I will explain the pros and cons of each one: (remember i said FACTORY, not aftermarket)
1. Going through the AUX button
Peripherial has made a product that connects from the 3.5mm audio jack to the back of your car stereo. It allows you to access audio from any device that has an audio out (dvd player, ps, xbox, ipod or any other mp3 player). This product works flawlessly as long as you do not follow the manual (i don't think peripherial has changed the manual yet). There are a couple of dip switches that you have to use differently from the manual. It will cost around $120 for everything.
PROS:
Direct line in through the back of your car stereo.
Can be used with any device(as mentioned above).
Best sound becuase is a direct line.
CONS:
Doesnt charge your device (with the exception of buying the imp from
www.sik.com, which uses the dock connector from your ipod and provides a 3.5mm line out and a car charger to charge your ipod at the same time).
If you don't setup the dipswitch setting correctly it wont work.
Harder install becuase you must go behind your radio.
Your device is wired to to the back of the stereo so think about where you are going to place it.
Your device can not be controlled through the stereo
2. Going through a wired FM Modulator
This is an alternative that gives a better sound, but not as good as being wired directly into the AUX. Basically it uses a FM frequency to bring sound from your device to the radio. You tune into that radio station and volia, there is your device. A wired FM modulator sounds better than a basic FM modulator because it is wired to your FM antenna. It requires the same install as a direct line above because you still have to go behind your stereo to install the modulator to the antenna. Prices around $80 or above.
PROS:
Better sound then a basic FM modulator thats not wired, but not as good as a direct line (fm modulators use radio frequency which can cause static in many areas)
RDS Capabilites. (must have a wired fm modulator that allows RDS)
Generic models for just audio available
Charging models for specific devices available
CONS:
May not be able to charge your device (see PROS section about generic wired fm modualtors)
Volumes may be a bit lower than normal
Not as good as a direct line because the radio frequency can cause static
Harder install becuase you must go behind your radio.
Your device is wired to to the back of the stereo so think about where you are going to place it.
Your device can not be controlled through the stereo
3. Going through a non-wired FM modulator
This is by far the most popular user friendly way to go. For the most part there are no wires depending on the fm modulator that you purchase. It works the same as the wired fm modulator, but its wireless so you can pretty much move your ipod to different locations in your car... but don't let that fool you. Most of the time you get the best reception in only one area. You also will get a lot more static then a wired fm modulator. Prices around $30 - $130 depending on what you want.
PROS
Wireless
Easy install
Charging capabilites
Generic models for just audio
CONS
Good sounding (will get lots of static)
Volume may be a bit lower than normal
Not as good as a direct line or wired fm modulator because the radio frequency can cause static
Your device can not be controlled through the stereo