well seeing as how it's auxilary and not a functionary system (the lights)...
it'd attach it to the easiest spot.. like you said the stereo wires... positive to positive, negative to negative... you can't just ground it to the chassis, it will have to be a closed circuit.
but if you do that you'll not have to option of turning off the lights unless you put a switch on them... (guessing it came with one) ...but the reason i'm guessing for the call of attaching to the fuse box is because the lights call for more electricity than the system will be allowing... and the stereo's now have a lot more amperage than back in the day, so there should be plenty there without blowing any fuses or taking electrons from more important systems... which happens when you put high volume stereo systems in cars... which is why some high volume systems require a 2nd battery.
just for the hellovit though, i'd put in an inline fuse into the wire going to the lights. or.. before the stereo itself..
wiring new additional stuff onto your car sometimes requires mapping out the voltage/amperage going there and making sure it won't draw power from another functional part such as the ignition.
once again.. someone might want to elaborate, might be a little off or missing something.
damn, i'm really gettin impatient waiting to get my 240 runnin.