How do you add an Aux input to 2003 CLK430 stereo system?

You would have to install a wired fm transmiter/adaptor connected (Teed) into the radios antenna lead. These adaptors have a 12 V relay that blocks the fm signal so your ipod or other auxilary unit can play through a pre-selected fm channel. If you want better quality sound than that provided by an fm transmitter, then you need to have an integration adaptor installed that mimics your CD changer. These integration adaptors can be costly, usually over 300.00 dollars where a wired fm transmitter with all required connectors can be purchased for around 60 dollars. Make sure that whoever does the install is a professional that knows the audio electronics of your vehicle.