I have an Iphone that I have been using the Ipod on it to play on our car tape player using cassette tape with a converter line with plug in. Now we bought a vehicle with only a CD player, is there something like this that can adapt or convert to the CD easily?

Is it a new car? And have you thought about changing the head unit? You can buy cheap good headunits now with axillary inputs then all you need is an rca to head phone cable that will cost you about $3!

If not there use to be an iPod radio reciver on the market :)

2004 GMC Sierra pick up. Is changing the head an option and how difficult is it?

If you have a test light/multimetre its simple enough but if your not sure there would be a automotive suplly store in your area that could do the install for you :)

There are devices around that you plug into a headphone socket (on any type of audio player) that then transmit an FM signal that can be tuned on your car FM radio. E.g.
Amazon.com: Macally PodFM Transmitter for iPod (White): Electronics (http://www.amazon.com/Macally-PodFM-Transmitter-iPod-White/dp/B0002R5Y5M)
Maxell Introduces New FM Transmitter for Portable Music Listening Through FM Radio (http://www.maxellcanada.com/press_releases/2005/fm_transmitter.html)
etc.

This would probably be the easiest (and cheapest) option.

Daniel