If you're talking about a radio with a 1/8" headphone jack style input, just about anything with a 1/8" headphone jack output should work using a male-to-male plug to connect the two.
If you're asking about hooking up with a USB and having the radio be able to communicate with the MP3 player and control it, then you'll need to check with the radio manufacturer and see what their compatibility is. I would venture a guess that Apple iPods and iPhones are likely to be compatible, and not a whole lot else, but I could be wrong and there could be more platforms supported.
