no, you should run it to the radio. thats why the HU comes with a remote wire. just extend it out to your amp on the opposite side of the car from your main power wire and also not next to your audio cables. you have to run RCAs to the radio, so whats one more wire?
there is a way easier way. you can tap it to your antenna. it's right behind the rear passenger seat, the cusion that doesn't folds down. you'll see 2 black wires running up and down (forgot which one) but just tap either one and see which one works.