Assuming your head unit has a 3.5mm aux input socket, then yes, all you need is a stereo 3.5mm male to male llead.
This is what I do in my car for my music player (My socket is in the glove compartment).
I have found that it's better to have the player at the highest volume you can without any distortion and then adjust the head unit from there. You want as much signal (music) as possible, otherwise you're likely to be amplifying more noise (hiss) than music.