Why do these gadgets always look like this?
Okay, that's not fair. If you want one for an iPod, you can find cute little devices that plug in neatly and don't require vast amounts of spaghetti. But for any other MP3 player (mine's a Creative device and I don't WANT Apple, thanks) most of the FM transmitters seem to be a variation on this theme: oval, audio wire wrapped once round its circumference. The USB socket's a useful touch if you want to use it in the house and own a plug in USB charger...
What do you need to know before you start?
First, the cable that runs from the transmitter to the headphone socket of your MP3 player is too short. Consider: you're probably in the car. You won't be running the transmitter from batteries because, supplied with it, you have a power cable that allows you to run it from the car's lighter socket. That cable might be okay for you, but, in my case, it's too short to put the transmitter anywhere that might be secure, accessible and a reasonable distance from the bits of the car that generate radio interference. (The attribute I chose to sacrifice was accessibility: I bought an extension for the lighter socket but it generates its own RF interference so that experiment was shelved.) So your transmitter is somewhere it won't fall from while the car's in motion. Great. But the wire that runs from the transmitter to your MP3 player is probably now far too short for you to be able to reach the player to hit <next> on it when it plays something you'd rather not listen to right now, so you need an extension cable for that bit. (Standard 3.5mm socket to plug cable, nothing too clever or expensive, couple of quid will probably do it, just get a reasonable length and use a cable tie to shorten it if it's too long and gets itself wound round the gearstick at inappropriate times.)
The transmitter can be set to transmit at a vast variety of FM frequencies. Pick one that's a reasonable distance from anything that anyone else is using: it's a mistake to try to compete with Radio 1, however much you might want to. I use 106.3, but you will probably have to experiment. Tune your radio to the same frequency and, once you've found one that works and if you have the option, store it to a preset.
You will probably have to turn the volume on your MP3 up to full. It'll seem to work with less, but the transmitter will switch itself off after it hasn't been used for a while and if your volume setting is too low, the transmitter will think you're not using it. And halfway through bellowing along to your favourite Eminem diatribe, you'll realise your backing vocalist has gone away. Trust me on this one, it's a mistake.
Once you've dealt with these little practical/ergonomic issues, you'll be fine -- and the transmitter does a good and effective job.