Yeah, you don't want to tap any radio into the vehicle fuse block.
Wire the positive directly to the battery with a suitably sized fuse within a few inches of the battery.
Connect the negative lead to the vehicle body. Newer cars have sensors that watch power consumption, and running the negative directly to the battery can cause some issues with that. The new Fords I have at work and at home specifically say not to connect at the negative post.
The included wiring should be fine if it's long enough.
Just make sure you route the wiring correctly, away from heat sources, grommets anywhere it passes through sheet metal, proper fusing, etc.
And, check the owners manual to see if they have any requirements. Some manufacturers have a section of the owners manual that can provide good advice.
Always use proper sized crimp terminals. Auto parts stores, hardware stores, or electrical suppliers will have what you need.
Use the correct crimpers. If you don't have the correct ones, solder the connection. Marine grade heat shrink around it will help, too.
I always run a large power feed directly to the positive battery terminal to a separate distribution block near the radios. Doing it right the first time saves a LOT of headaches.