I have always run mine to the back of the auxiliary power socket. You can buy double 90 degree connectors (Radio shack in the US). Just push them on the power socket, reconnect the plug from the bike wiring harness and conect the leads from the GPS to the connectors.
That way when you stop for gas or whatever you don't have the GPS shut down and have to reboot, as the power socket is 'hot' all the time.