Your battery terminals are integral to the charging system, it's OK to wire it that way, but I would recommend an in-line fuse, or wire it to an existing circuit in the fuse box. You can lengthen the wires using the same guage wiring and some butt connectors or solder. I would recommend shrink wrap as well (get it at Radio Shack).

Let me leave you with a piece of advice: In past cars that I've installed aftermarket fogs onto, I pulled the power directly from the parking lights. This elimnates the need to install an additional switch or run wire into the cabin. Plus, you never forget to turn on your fog lights.