I have mine mounted to the dash and directly wired. No FM transmitter, no cigarette adapter. (although you'll probably want to use the cig adapter behind the dash since the units are now 5v)
It is ridiculously easy to install. My choice was to remove the brake light cover, and run the antenna wire from there thru the headliner to the dash. Buy the FM modulator and install it behind the head unit. I have done this for both vehicles we own.
I didn't drill holes anywhere visible, and I allow the cords to run underneath the AC controls, and heat shrinked the 3 together for visual appeal, even though they are barely noticeable behind the radio itself.
My Tacoma had an open fuse bay with switched power, so I tapped into that and grounded on a bolt directly behind the head unit. You could use an "add a circuit" as well.
While you are in there, go ahead and add an Ipod/auxiliary outlet!