Alrighty, I am installing an electronic fuel pressure gauge AND an electronic nitrous pressure gauge.

1) Where do I wire in the gauges' power wires so that they only work with the ignition switch turned to 'ON' or with the car running??

2) Is there an EASY way to wire (read: Without ripping apart the dash) the lights for these gauges so that the lights ONLY come on when the parking/headlights are on??

The more detailed the answers the better. The one thing I hate is wiring without a good idea since it is such a pain in the *** to fix if you jack something up.

PS~ I searched, but didn't find anything too detailed.

 

There are connectors you can buy from an autoparts store that let you plug right into the fuse box where it says Ignition. That will only give you power when the key is in. You should also be able to just use a spade terminal if you wanted also.
As far as hooking up the lights for the gauges to the cars lights, it isn't too bad. I've never done it in my 4th gen but on an old thirdgen I spliced into one of the wires off the headlight switch that controls the dimming of the stock gauge cluster and wired it into the lights for the gauge on my a-pillar pod. Not only did they turn on when I turned the headlights on but they dimmed along with my stock gauges.
Check shoebox's (shbox.com) site for a diagram for the headlight switch and figure out which wire is the one you want to splice into. Then simply run the wire from the guage to the switch and splice it into the appropriate wire. You can use one wire for both lights and simply splice it again for each gauge.

edit: I just checked shoebox's website (http://shbox.com/1/interior_lights_1995.jpg) and it looks like you want to splice into the dark green wire on the dimmer switch. I haven't taken the 4th gen dash apart yet so I don't know how much has to come off to get to those wires but it dosnt' look like much. I think it'll really make for a nice clean installation if you hooked it up that way.

 

Thanks man!! It was a huge help. It's the little things and me not knowing and guessing normally ends up with some broken plastic clips, some JB Qwik Weld, and a good clean instal....

But it's me knowing I had to JB Weld it and I f'd up in the first place that really kicks me in the ***.