I forget which wire I have mine connected to but pull the lower dash off and find a wire going to the fuse box that is Ignition powered. I had mine connected to the radio for a while but changed it, this makes the gauges come on any time the key is on accessory, I found it to be annoying, and is more of a drain on the battery. Also if you piggyback more than one gauge off the radio I started to notice electrical noise in the system. Plus its easier to get to the fuse box under the dash.
If you absolutely cant find anything at the fuse box, just get it at the ignition wire coming from the key cylinder. It is a heavy gauge black/red stripe wire coming from the steering column.