if the amp itself and the distro blocks are big enough for 4 gauge all the way, then do it. less resistance and the amp won't be starved for power. i've seen amps get hot due to not enough power. be sure to get a good ground connection as well. go with 4 gauge ground as well.

Just be prepared for dimming lights. i have 2 amps in mine - an infinity 4 x 139 watts, and a Phoenix Gold 400.1 class D amp and i see some minor fluctuations with the lights at night. give us feedback when you're done with the install.