Headphones - can't go wrong with the Bose Noise Cancelling set. Expensive, yes. I've yet to meet anyone who would gladly return theirs (waits for the flames) and IMHO a must for using your new toy as SLF.
I also agree that the iTrip is well worth having, especially if you need to hire cars or just want to take your CD collection on the move. A tip: it's hard to adjust any ipod settings whilst driving, and may be classed as careless driving if you get caught, so setup a long playlist before you set off. Also, the iTrip is a little bit in contravention of the wireless telegraphy act in the UK, though chances of detetction & prosecution are low.
If you don't get an iTrip, you may still want to consider some form of car charger to top the battery up on the road.