Funny, I've wished for some kind of built-in compressor (as in the audio dynamics effect) for car listening - when dealing with road noise, city noise, treadmill noise, etc., I'd like to be able to turn up the volume without getting my ears blown out by the brass.
If you are streaming to your car audio from an Android phone, there are a couple of DSP effect apps that include dynamics compression among other effects - DSP Manager and Viper4Android