Best to have a fused cable direct from the battery, but then via a relay controlled by an 'ignition on' feed. That way you can't inadvertently leave them on.
Also beware of the new Oxford 'digital' controller. It turns itself off when the volts dip below a certain amount, and it seems many of them have that amount set too high. Oxford are very good at honouring warranty though. Best is to use one of the original fully variable controllers, or a third-party one:
http://www.lockitt.com/accessories_troller_grip.htm