Known as the iLoad this device lets you transfer music from CD directly to your iPod without the need of a PC (or Mac).

Simply put a CD into the iLoad, connect it to your iPod (compatible with all models), select which tracks you want and the iLoad will then convert them to MP3 and copy them over to your music player. It takes about 9 minutes to do a full CD.

The iLoad is pretty expensive IMO for what it does, costing $249.95 but if you want that sort of convenience you can get it here.