With any kind of high draw device, including lights, its best to use a relay. In general I try and prevent a switch from having any load placed on it. Using the example of the lights again, I would use a 14 gauge wire from the battery to the relay under the hood, with a fuse in between them. Since the lights are going to draw 10 amps, I'd use a 15 amp fuse between the battery and the relay. You should always have a fuse as close to the power source as possible. Then go from the relay to the lights. Relays are explained here. Now for the switch to control the relay. I already know the switch will see basically no load thanks to the relay, so using a small gauge wire like an 18 gauge is not a problem at all. If you pass the wiring through the firewall, make sure you use a grommet so it can not be nicked by the firewall.
-If a wire will rub anything or is next to something that vibrates, use some wire loom to help protect the wire.
-If you have to pass the wire through something, the firewall for example, you should be using a grommet.
-Wiring should be secured, zip-tie it to other wiring, it should not be hanging loose.
-Use different color wires for everything. If you use all black wires, how are you going to keep them straight?
Now we've all done the twist the wires together and electrical tape them, but let's talk about the right way to do it. The only way to ensure your connection or splice is permanent is to solder it, then use heat shrink tubing to protect it. Not only does this look nicer, it also keeps corrosion from forming on the connection. If you are using electrical tape, its best to use it when the tape is warm, and make sure you stretch it while wrapping it around the wire.
Some things to watch out for:
-If you are tapping into an existing power source, make sure you aren't overloading that circuit.
-Every power source should have a fuse.
-Watch what you have your wires routed next to.
-Make sure you are using an appropriate size fuse.