^^^ Ditto to this on my first install...way back in the day. While cruising along with tunes blaring, bass just stops. I assumed the amp had just overheated and it would come back on, but it didn't. Luckily, I had installed a fuse near the battery (even though I didn't fully understand why it mattered where it was located). Could have been a really bad day.
I haven't taken a look at the firewall (Sony system in mine), but I've seen a couple of people say that they couldn't find a good place to run their power wire. If it is that bad, you can probably locate a nice place to drill a hole and install a grommet from your local parts store. Just ensure you source out your grommet before chucking up your drill...