I tapped in for constant 12v (when the car is on) power at the fusebox. Yellow fuse that is the 2nd from the right side of the box on the top row. For things you want to dim (like the gauges lights) use the plug behind the stereo.
For the tap into the constant power at the fusebox, I stripped the end of the wire and plugged the fuse in over it. Behind the stereo I just used wire taps that crimp both wires together. Another location for constant 12v is the "ACC" wire coming out of the back of your clock.
PlatinumWRX posted a link that shows a wire you can use if you don't have the autodimming mirror installed. You remove the map light enclosure and you'll see an unused connecter. The yellow wire is +12V IIRC.