I put my Aux in the ash tray.

When you take out the radio, there's a thick wiring harness that runs down behind the dash into a tunnel. Follow this with your Aux cable. Remove the ash tray, and you should see this harness through the left side opening. Move/wiggle the aux cable until you see it pass the opening, and pull it out.

Very easy. I drilled into the ash tray, as it is a easy part to replace, not requiring any modification to a major vehicle part. I hide the cable in the ash tray compartment when not in use, and I close the door with the cable out to hide the slack when I use my iphone.