People will tell you this is a bad idea- don't do it, etc... but I ran the wire right down the roof rails then off to the roof gutter, at the end of the roof gutter I tucked the wires around the top front corner of the driver's door. Once inside, I ran the cord down the inside of the panel next to the windshield and to the fuse box. Used black wires with my black car and no one can tell.
No holes drilled in my car, and it has worked flawlessly for 3.5 years. (knock on wood) the key to making it work is that I ran my ground wire with plastic coated copper wire witch greatly helps you to shape the wire exactly as you want it (around corners and the such) and it will stay perfectly in place.
Again, I am no mechanic so this is probably a bad idea for so many reasons, but one day if I want to take the lights off then it will just be "snip, snip".