I'm with the wiring through the ignition circuit, key off all off. It would be a real piss off to go to leave a friends house at 11 pm, just starting to rain, fucking battery flat as a witches tit, auto off on the heated grips has gone tits up.
Every extra on my bike is wired via the Ignition, projector spots and utility power socket, led daytime running lights. It's fool proof as you can get it, apart from removing the battery of course, and no I wouldn't recommend that.