I've just run the cable into the glovebox, which has worked out perfect for me, if i want an album to listen to on the way to work i select it before plugging it in, otherwise i get along just fine with the 5 playlists you can have.
Also there was a gap in the top right hand side of my glovebox to feed the cable in. so it was all pretty easy to fit. (god knows where the rest of the kit has gone mind you, just pushed it all in followed by the stereo!... it's all in & working anyway)