Stereo hookup

[chevyhed53]

A quick question: I'm putting tunes in my '56 stepside, which was a radio and heater delete, so I'm starting from scratch. I went with the Custom Autosounds radio, which fits nicely, and the Pioneer speakers built into the kick panels from Ecklers. I am using the holes where the ash tray and heater controls were (or were supposed to be) for a couple of tweeters from Parts Express, and I had Speakerworks make me a couple of custom bezels/grilles to cover them. Here's my question: I'm going to tap directly into the battery and I'm using a standard 30-amp relay and harness. Does the fused link connect with the battery (always on) wire or the switched wire?
Thanks for helping, and appreciate any other advice.