I agree with Muppet. However, I would recommend using a USB thumb drive instead of an SD card as a thumb drive is much faster than an SD card.
Actually, that's not quite true in our application -- in fact, they're very comparable. (We're only concerned with read speeds here.)
Assuming conditions and hardware are ideal:
Top-of-the-line USB 2.0 = 10 to 25 MB/s (Megabytes per second)
SD Card, Class 10/UHC 1 (there are classes better than this, too) = about 15 MB/s
What puts an SD card over the top over a USB thumb drive is its design intent. SD cards are designed for frequent read/write activity in extreme conditions with limited disconnection and physical resilience -- in other words, they're meant to stay put in places such as cameras, music players, expansion slots, etc. A USB thumb drive's design intent prioritizes frequent disconnection and high physical resilience over operating conditions (i.e., a hot dashboard or car interior) and footprint/size.
For the purposes of feeding music in cars, SD cards are far superior for the same reasons cameras, DMPs, and other hardware use them: install-and-forget utility, wide operating range, and small form factor.