PREFACE: The below is just my analysis of the situation for informational purposes only. If you choose to act on any of this information, that's your own choice, if you damage something you and only you are responsible.
I've used cassette adapters and many different FM transmitters, and I have been unhappy every time I've used them for one reason or another. I would check IF the factory radio on your SUV can be pulled out (to look at the back). IF you could get it out and IF it has a left/right auxiliary audio input (red and white RCA jacks), then you may be able to get a cable like this:
and MAY be able to run it through a gap behind the radio and out through the floor area near the passenger's feet, or some other opening within the cabin (you'd want one that's at least 6 feet, maybe even 8 depending on how much slack you want). Only problem with this solution (not really a big deal to me) is that you have a long cable that's always hanging out in the car; it would appear to be sticking out from some "mysterious place" behind the dashboard, and you depending on the total cable length you'd have about 3 or 4 feet of slack within the cabin area. There's basically no way to hide it, except to bundle it up, rubber band it, and stuff it somewhere out of site. If the cable gets damaged or cut, or the plug starts to cut out, you'd need to buy another one and pull the radio out again to install. Pulling the radio usually is not too big a deal, you just may need a certain tool for your make of car.
All factory radios are different, some will take the audio coming through this cable from an "AUX"-type input setting that you manually switch to with a button on the radio, some will just play the audio right on top of the radio (so you have to turn the radio volume all the way down), and some won't take it at all. It's also very YMMV as far as whether you could get the cable through, and where. I personally would not run it out by the driver's feet, for safety reasons.
Besides this, the only other solution I would suggest is getting a third-party receiver/radio, which come with all the inputs you could ever need.
I did the former (cable through the back) on an old beat-up Explorer of ours, and it worked just fine for daily use (had to split the jacks in the back, couple extra parts I already had). I mean, considering it was REALLY abused by the former owners (off-roaders) and the speakers were just crap, plus it had some cheap aftermarket radio that THEY had installed, this really did work quite well, and I wouldn't have wanted to put any more money or work into that vehicle.. For me this was a perfect solution.
I did the latter (radio replacement) on my Crown Victoria, and it is of course much nicer, the audio quality is significantly better and there lots of EQ setting to choose from. You can get one with bluetooth as well so you never have to plug or unplug, and can use the buttons on the receiver to change tracks and stuff. Of course, my radio+fit kit+radio harness for the Crown Vic cost about $120, and the auxiliary cable for the Explorer cost $4.
If break-ins are a concern, then a loose cable hanging out might not be preferable, as a would-be thief might think it leads to something good. Just because it's a 4 dollar non-removable cord will not necessarily keep someone from breaking in in the first place, they just would just not be able to take it once they get in, and I guess would then find something else of value in the car. However, I feel like an aftermarket radio might attract a burglar even more, as it might imply the car belongs to a younger person, and may have items of interest. Then again I'm not a thief so I don't know how they think. If you happen to park in some type of covered parking garage where it's dark then I think a solid black cable sticking out from behind the dash may be practically impossible to see.
Good luck!