To consistently set the level on my iPhone, I set the volume limit in Settings > iPod to the desired value (for me, it's about 80%, as J_ said) so that when I hook it up to the car stereo I can ...

Radio w/Seek-Scan, Clock, Speed Compensated Volume Control, Aux Audio Input Jack, Steering Wheel Controls, Voice Activation, Radio Data System and External Memory Control Front Seats w/Cloth Back ...

Radio w/Seek-Scan, In-Dash Mounted Single CD, MP3 Player, Clock, Speed Compensated Volume Control, Aux Audio Input Jack, Steering Wheel Controls and Radio Data System Radio: AM/FM w/5" Color ...