I researched this a little last year and...
- my OEM radio (like most of us) was the alpine infrared slider thing; it predates later alpine radios that had a more sophisticated CD changer cable bus thing;
- there wasn't an IPOD type adaptor available for the OEM radios
I swapped in a C43 cassette deck (blaupunkt) from a 99 E36 m3 (I think) and used a metra harness adaptor and antenna adaptor (motorola to 'euro') and it works pretty well.

with the C43 deck (or the C33 I think) ...there are a ton of aftermarket Ipod hookups, plus, their is a factory aux cable kit; you can also home-brew yer own changer cable relatively easily. I think someone used the plug end off an internal CD-ROM computer cable and matched the pins up ...or something.