A 3.5mm stereo jack --> stereo phono lead is the most basic way.
But as has been suggested, a 'dock' will charge your iPod at the same time.
What would sound the best though, is a dock which has a digital --> analogue converter built in, rather than using the cheap headphone output from the ipod. Even though the dock uses the bottom multisocket of the iPod, it will still use the cheap and cheerful analogue circuitry of the iPod if it is a cheap dock. A better dock will take the digital output of the iPod and convert it to analogue itself, in a more accurate way, for better sound.
But you'll only really get the benefit of a good dock if you've used a higher sampling rate such as 256kB/s.