For items such as your radio or any other small items that required a constant full 12V, I would suggest connecting your lead to the red side of the amp guage (heavy red wire). A good keyed source is the original radio power, or from the fuse box on one of the keyed power source. ALWAYS make sure your wiring is up to par and fuse that item.
As for items under the hood, the large post on the starter relay works well. If you are running a pretty hefty amp, come straight off the battery.
I would highly recommend two electrical modifications however.
1. One modifies the charging circuit to keep the main power souce that runs into the cabin from being overloaded. Run a large lead from the + side of the alternator around to the large post of the starter relay. Make sure this wire has an appropriate size fusible link on it before attaching to that post.
2. The other modification I HIGHLY recommend is installing relays for your headlight circuits. That way your headlamp switch does not have to pull all that voltage through those original wiring inside and out the cabin. The headlamp switch becomes only a trigger to the relay which you can power- yes- from the large post of the starter relay- where you just connected that extra charging wire from the alternator. Done correctly, you will take the strain off your interior wiring allowing your dashlights to be brighter, your radio to operate better, you headlights to be brighter, and your bulkhead to survive. With clever planning, you could wrap these into the original harness and no one would even notice the modifications unless they were an expert.
I've done both of these modifications and have been very very pleased with the results. With my powermaster alternator, I have no problems with having enough power for my stereo, A/C, and electronic ignition.