I have the Alpine CDA-9851 HU, and I just got the KCA-121B AUX input adapter, not the KCA-420 iPod interface. I tried several stores, nobody had the iPod interface setup on the showroom floor so I could try it first before buying, so I didn't want to take the chance that it might suck and I'd be stuck with it.
I just use the AUX input on the HU. The Monster Cable logo thingy you see in that pic is their "Ultra-Low Profile Charger" device, it keeps the battery charged in the iPod while I'm using it. The nice thing about this charger is that it also has a mini-jack on the side of the dock connector that is "low level" un-amplified, a much cleaner output from the iPod than the headphone jack. So, I have a cable with a mini-jack that connects here, and I ran the cable up the middle of the coiled cord of the MC charger, nice and neat. I hid another cig lighter socket under the dash for the MC charger to plug into.
Now I just need to find some sort of holder for the iPod, that I can attach to the dash somewhere.
Wish I could do the same setup in my car. I *absolutely hate* this crappy FM transmitter, but I really like the Lexus factory stereo system.