Drilling Through Firewall

I need to get a wire from my engine compartment to the fuse box under the dash (2001 SE) to connect to a fuse that is ignition controlled. Do any of the fuses in the engine compartment meet this criteria?

Has anyone drilled a hole in the firewall to do this? Where? Any pictures?

Someone suggested a hole in the wheel well. Is this easy to use? I've got mud flaps and I'd rather not mess with them if I don't have to.

Thanks for any help.