Cigarette lighter wiring

Bought a cig. lighter/power adapter from wal-mart tonight so that I can power things such as my spotlight and small compressor. Anyways, It can with
a connector to clip it into a wire, but it doesn't at all specify which gauge/system/etc. is best to use. So, my real question is...where is the best place to wire this wire in? I know it'll need to be an always on circuit. What kind of fuse system should I run it through? 20a?
Anyways, Hopefully this'll be my last question for awhile, probably won't be.
Add pictures here
<% if( /^image/.test(type) ){ %>
<% } %>
Add image file
Upload is a website by car enthusiasts for car enthusiasts. It is not affiliated with any of the car or spare part manufacturers or car dealers discussed here. All logos and trade names are the property of their respective owners.