Step 1: Identify a Circuit to Use
Make sure the circuit is suited to your power needs. The wattage that your accessories draw should be well below the power limit of the circuit. For example, if the circuit has a 5A fuse on it, make sure you are using considerably less than 12V * 5A = 60W. Keep in mind that you have to add up all of the draws (including the ones that were on the circuit before you start adding accessories). Don't cut it close. Don't replace the fuse to allow more current.
My bike has a circuit for a light that serves only to illuminate my license plate. Perfect!
After reading the wiring diagram, follow the colored wires to find the appropriate pair. Test to be sure it's the right circuit by unplugging it and seeing what turns off.
Step 2: Get Connectors
Why two kinds? Because your motorcycle's existing wiring probably uses something annoying that's hard to connect and disconnect.
I found this connector at a local electronics store. You might also try a motorcycle shop, or an auto parts store. It's handy to take a picture of the connector, because even if you figure out the name of what you want, the person selling them might know them by a different name (like "those black ones with two wires").
I suggest the SAE Connector for the accessory connection end. The plug end has two connectors that fit into each other. One has insulator all the way around it, and the other doesn't. This is handy because your motorcycle's frame is probably grounded to the battery. If a stray positive wire touches the frame, you can make a short. But if you make sure to always wire the insulated end of the SAE connector to power, you don't need to worry about that.
NOTE: One downside to using connectors that already have attached wires is that the wiring colors may be misleading. This is especially true if you're cutting them up and putting them back together in different patterns (like the Y connector in this Instructable), but might even be true if you're using them unchanged. Normally when you wire to power, you use a red wire, and when you wire to ground you use a black wire. But the wires on the connector may not match this. You should use a voltmeter to test which wire is which and mark it. In this Instructable I mark the wires using colored heat-shrink tubing. I always use red for power and black for ground. You could also use colored tape or a marker.
Step 3: Make a Mixed Y Connector
For the next step, things aren't quite so straightforward. The best thing to do is to get a voltmeter and measure the difference in voltage between the two ends. If it's negative, the wiring is the opposite of what you expect. For example, it happens that the red wire coming out of the connector shown here is actually the ground wire and the black one is the power wire. You'll notice that the original wiring in the bike has entirely different colors (green and brown) so that this confusion is avoided.
Once you've determined which wire is power, slip some red heat-shrink tubing on it. Slip some black heat-shrink tubing on the black wire. That way you know that even if you can't trust the wire color, you can trust the heat-shrink color.
Connect the SAE connector with the correct polarity. Remember: the insulated end goes to power, and the uninsulated one goes to ground. Test this with a voltmeter!
This is a special SAE connector. It has an inline fuse. This is probably a good idea. You don't want a short in your accessory to pull unlimited current.
Step 4: Connect Your Accessories
Since the power *output* from your motorcycle's power system is on the insulated pin of the connector, the power *input* to your accessory must be on the uninsulated pin of the connector.
Step 5: 12 Volt ("Cigarette Lighter") Socket
Because I didn't use colored heat shrink on this, it's a little hard to see, but if you follow the red wire from the fuse, you'll see that it connects to the uninsulated contact of the connector.
PS. You may be thinking: "Hmm. Everything in this system has its own fuse. Isn't that overkill?" Answer: Yes. Each of my accessories started out with an inline fuse. I just didn't bother removing them.
Step 6: SAE Y-Connector
Again, the only tricky thing here is figuring out which contact is power and which is ground. On the end that you're plugging into the bike, you're connecting to the bike's power (insulated), so you have to use the uninsulated contact. On the ends that you're plugging into accessories you're making power outputs, so the power should be on the insulated contact.