On my old Grand Cherokee, I used a PIAA wireless switch and pulled the power directly off the battery for the driving lights. The relay was tapped into the high beams so the lights were not operational unless the high beams were activated. (the neat part about this.. if the aux light switch were in the on position, and the headlights were off... I could use the "pass to flash" (pulling back on the turn signal stalk) it also flashed the aux driving lights too -- grabbing extra attention)
Conversely, you could do the opposite for fog lights and tap the relay off the low beam or parking light circuit.
The purpose of doing this was so I didn't accidentally leave on the aux lights and drain the battery.... with the auto shutoff feature, it would kill the stock lighting and also trip power to the relay, thus killing the aux lighting if they happened to be on as well.