I drive a 2001 which is in that dead zone after cassettes but before aux plugs. I still had to be burning CDs a few years ago but eventually stumbled across an adapter that tricks the car stereo into thinking my phone is a 6-CD changer in the trunk.
These comments are blowing my mind. It's like no one here knows that you can easily upgrade the stereo to a modern one. Plug and play in most cars with the right adapter.
The "anti-theft" feature merely disables the stock radio if it's stolen. It doesn't stop you from replacing the stereo completely.
I used to install stereos as a hobby for 20 years; there's not a single vehicle I've seen that couldn't have the stock unit replaced. Not a single one. In rare cases you may have to occasionally do something weird like install it in the glove box or under the dash, but literally every car can have the stereo replaced.