Ya, I think most of the all in one solutions tend to be the ones built into certain car stereos. For example, you might buy an Alpine or a Kenwood with built in iPod support and they will have a single dock connector cable that will do everything from that cable including charging, getting the audio signals AND even allowing you to control the iPod (change tracks, etc.) through the stereo head unit interface.
But if you are looking for just a cable that plugs into your cig lighter and from the same dock connection also has a plug that goes to the aux connector of a generic stereo unit, you might have a harder time finding something like that.
Patrick