I was hesitant to go through the firewall, but it's so easy and non-intrusive I can't think of any reason not do to it this way. Having the open fuse panel inside isn't a big deal. That being said, check out this thread with pics and info
Switched 12v under the hood
I like the idea of adding the waterproof connector though. Good idea.
EDIT: Scratch that, they are tapping into the fuel injection system, no bueno. Sounds like everything in the hood fuse box is always hot.