You're at a friends house and you don't have any cables handy to connect up to the stereo...
This is where a FM Transmitter for the iPod is most useful.
Simply plug it in to the bottom (or top) of your iPod, and it'll turn your lovely tunes into a sqwiggly little waveform that travels through the air at lightspeed, arriving at your favourite stereo in the form of a FM Channel.
iPod FM Transmitters come in a range of sizes, colours, and prices. You'll find an assortment of them for sale on eBay below.