I would suggest that the best course of action is to try and keep the cable run as short as possible to a suitable (and neat) location to get the power where you need it... A suitable location will be dictated by the vehicle in question..
Also don't skimp on the gauge of the wiring, particularly on longer runs. Its best to power such things directly from the battery (use a relay to tap the high beam switch and handle the load) I would also add an isolation switch between the relay and high beam circuit (I believe that is a requirement in most states and territory's unless I'm mistaken) Be sure and position an appropriately rated fuse as close as possible to the power source to mitigate any risk from shorts circuits within the instillation...
Vertical surfaces would be my preferred position for using a rubber grommet to pass the cable through btw. I can deduce from Brett's post that his grommet passes through in the recommended way..