I have done this with my acoustic / electric guitar quite a few times. I already have a cable that goes from the Aux input in the headunit then goes to a male 1/8" jack so I can plug in my phone / mp3 players. I just made a cable that went from the standard instrument cable to a 1/8" female connector, then just plugged it in, put my headunit on Aux, turned the guitar's preamp on, and played away. Was very clean and got really loud.
Swick