You'll need:

A fuse and fuse holder (with current rating only slightly higher than the maximum current draw of the device you're installing)
Cable (with current rating higher than maximum current draw of the device)
Earth Cable (same as supply cable but in black to help you remember what it is!).
A relay (same as the wire - make sure it's bull enough for the job you're asking of it)
An existing signal wire in the car to switch the relay on or off.

As for wiring it up, depending on the relay you'll need to take a signal wire to switch the device (via the relay) on and off (probably the wire you scotch-locked into or one that switches on and off at the same time) to the switched live pin. The switch cable doesn't need to be as thick as the main power cable as the relay itself will only use about 100mA. Earth the relay to the chassis of the car on the ground pin.Earth the device you're powering. Hook up the power output pin of the relay to the device. Fit your correct rated fuse and test.

If any of that doesn't make any sense there's a really nice guide on how to do it I found after Googling just now

http://www.r1200gs.info/howto/relay.html

Cheers,

Andy