I figured the cig lighter would be a bad move, but wanted to make sure. Is there a link for properly hooking up the mobile power with the HKN4191? Looking at the part, it doesn't look like that would be run straight to the battery.
The circuit in your car/truck that power the cigarette lighter socket are usually designed for running low current draw accessories. They are often a source of electrical noise that will cause all kinds of issues with your radio. As others have said, cross that off your list unless you swap cars frequently.
The power cable is easy to hook up, just make sure that the cable you order meets the following requirements:
1. It's rated for the current draw of your radio.
2. It's long enough to reach the vehicle battery.
3. It has a fuse located on the positive lead and close to the end where it connects to the battery.
The hook up is pretty simple:
Route the cable from where you want the radio through the vehicle firewall to the battery.
Use grommets or some way of protecting the cable from physical damage where it passes through sheet metal.
Protect the wire from heat sources.
Try to avoid other vehicle wiring, this helps reduce induced noise on the power.
Connect the red lead with the fuse to the positive post of the battery. Use appropriate ring terminals properly crimped and/or soldered.
Connect the black lead to the vehicle chassis ground. Avoid connecting it directly at the battery, I've had issues with noise before.
Should be a pretty simple install. If you are uncomfortable with it, find a radio shop and ask them to do it for you. Be cautious of using "stereo" installers unless they have a good track record of doing good installs.