I have one - you don't actually need a docking station in your car if you have an aux input ... you can go from headphone to aux input, but you won't get great reception.
You will most likely need a docking station if you want any kind of quality. But I don't ever lose the reception once I am in the car except if I go through a tunnel or something like that. I love it. A little pricey tho. Those martian headphones aren't very comfy tho
