First.. When I got my jeep that's what I thought. but I finally found where they hid the CD player (Trust me well hidden)
However I have a couple of FM stereo transmitters lying about that plug into a portable DVD player (I recommend a DVD player over a CD.. Will explain (I hope)
And there is the AUX in as well (I have patch cords)
On older gear there was no AUX in by default but there was an optional plug in aux in (or CD or Satellite or _______) moduel and I plugged.
Now why the DVD over a portable CD... Better buffering.. It's takes one super rough road to shake up the DVD enough to skip (Same as an in-dash type) but most walkman style CD players if the driver sneezes with the player on the passenger seat.. SKIP time