I actually have one of those cassette adaptors (and an old Discman that I still use since I hate charging my iPod) but it conked out on me--I think from age/dust. I might look for another one sometime although I have found I prefer tapes in the car for these reasons:
1. If you forget to put it in the case and it falls off your seat, nothing bad will happen to it.
2. They're easier to load and unload. (I've been in some cars where you have to actually push a button to load a CD).
3. My glove box fits tapes better than it does CDs due to its dimensions.
4. Nostalgia!!! There's just something special about an analog recording.