It's all about the connectors
The new 5G iPods do away with the remote port found next to headphone jack on almost every other iPod. (Pictured: top - 4G iPod; bottom - iPod mini with remote ports). An FM transmitter, wireless remote or voice recorder designed to connect to the remote port/headphone jack on your previous iPod won't work with your new one, because Apple removed the remote port. If you're selling your old iPod on eBay, you may want to consider bundling the accessories with it.
Apple standardized on the 30-pin dock connector with the third-generation iPod, leveling the playing field for accessory manufacturers. The dock connector allows iPods to be charged, connected to a PC via USB (or Firewire,) connected to a stereo via line-out or connected to a serial device and controlled via the Apple Accessory Protocol. The dock connector gave third party vendors a universal connection point on the bottom of every iPod that proved to be a boon for dockable accessories. A parade of plug-in speaker systems, car mounts and boom boxes followed helping pave the wave for the iPod's success—much like Palm did with their Universal Connector from 2001-2003.
Although Apple has effectively eliminated the remote port from the new iPods, they've gone out of their way to standardize on the 30-pin docking connector for the foreseeable future. So while it may be a hassle to unload your remote-port accessories, buying new ones designed for the dock connector (like Griffin Technology's iTrip, SmartDeck and iFM) should help preserve the longevity of your investment.
(Picture courtesy of InformIt)