I installed two fuse panels - one switched with the key and one that's always on.

(Click for detailed parts list)
The one that is switched with the key is activated by a relay that is connected to a fuse in the fuse panel, and comes out of the first fuse box I added.
The two fuse boxes are connected to a 40 amp breaker (the 30a shown in the diagram was not enough) that separates the battery from the lead going into the car through a purpose-built grommet in the fire wall.
The two fuse panels are placed under the floor with the stereo amp, etc.
I wired a few single accessory sockets to the fuse panel to power
- XM Radio
- iPod
- harman/kardon iPod controller
The plugs run under the dash and down into the cavity under the passenger side floor where they plug into the outlets.
This provides
safe power to the extra devices and leaves the cigarette lighter socket available for temporary devices.
You can buy the fuse box parts and put it together yourself or buy one ready to install from Painless Wiring.