Feeding it off the cigarette lighter circuit is pretty rude ay.
Buy one of these kits as it has everything you'll need, depending on the sub/amp size you'll probably want 10-14gauge wire between the amp and sub.
You don't need to drill through the firewall. There are heaps of rubber gromets in the firewall. One will be unused or have enough space to cut a hole into to feed the power wire through. And the amps all have a remote turn on connection for you to run the small sized wire along with the RCA cables to the headunit which will have an unused wire there to join to. So that will shut the amp off whenever the headunit isn't powered up.
2000 Legacy B4 RSK - SOLD
2006 Legacy BP5 GT Spec B wagon - Garage Thread
2011 VW T5 van 2.0L of turbo diesel awesomeness