As troublestarter said basically;
Run decent guage cable directly from the battery through a grommet in the bulkhead.
Make sure you fuse the power cable under the bonnet - within 12 inches of the connection to the battery, the closer the better. If you buy a power lead with the fuse holder pre-connected it will be set in the ideal place.
You're aiming to bring your cable into the car somehwere behind the glovebox on passenger side. It will obviously come in behind the bulkhead sound insulation and carpet.
Remove doorsill trims so that you can lift the carpet sufficiently to run the power cable down the sill.
If your car has pre-existing wiring loom clips try and fit your power cable in there to keep it held in position.
If not, use nylon cable ties to secure it to existing runs of cable.
If you pass through any metal panels make sure the cable is sufficiently protected with a grommet.
When you get into the boot my advice would be to terminate that primary power cable run with a distrubtion box. This allows you to cap it off neatly and securely (with little chance of your main feed wire flapping around live, in your boot. This is also allows easy system expansion, providing the initial cable you've installed is sufficient for the current your extra devices will look to draw. Everything is neat, tidy and fused seperately.
There are a number of earth points to pick up - my personal favourite is the seatbelt mounting. Just make sure you get a good, clean area of unpainted surface to allow for a good ground.
A lot of poor systems affected by 'unexpected noise' originate with badly performed cabling. Keep it tiday, keep it secure and keep it as short as you possibly can (without being daft!) - reams of additional cable will act as an aerial and will pick up all sorts of nasties.
Try and ensure wires can't be snagged, crushed or pulled out of their connections with anything rolling around the boot. Pay particular attention to where you route cables as they come under the back seat - try and get them to pass at one side or the other rather than just simply running straight under it.
Neat is the keyword - if it looks neat, it should sound neat.