On that volt guage, you should run it to the fuse box on an ignition on circuit... going to the battery will drain it if you go long periods not driving, and this will eliminate the clutter on the battery. (plus that's what sun pro says to do)
As for the lights... no splicing involved, on the fuse box there is a spade there that is labeled cluster feed...that will turn on the lights with your dash lights, and brighten/dim them accordingly.
The tach, the only bummer on mounting it to the column is the reflection you'll get on the windshield at night... but you can toss your hat on it at night and the glare is gone.
For all the nay sayers.... these guages are probably the best for the dollar, WAY better than 30+ year old stock junk, and they ARE made by snap on... I got in a p!ssing match with some one here 1 1/2 years ago on this, and he claimed to have called some big wig at snap on or something... but snap on woulda sued sun prop by now for printing it right on the packaging.
I have these exact guages on my rig (minus tach) except I upgraded to the electric temp guage, cleaner install, but a little more involved too.
