Just tap in to the fuse for the radio, it will give you 12 volts and will only come on with the car... or use a test light to find another wire with power..
if you want to be lazy (like me) just strip the wire from the device you want to use, and wrap the wire around one of the studs on the fuze (as long as the wire is pretty small) and then re-install the fuze... im sure most people on here would say not to do it this way though.
In that case you will need to splice a wire (any wire that is hot w/ the car on) i find that crimp connectors are the best for this type of install (just make sure you mash the connector real good)
hope I helped
Better_Bob