Routed mine from obviously underneath the car and stuck it through the shield that's right below the downpipe (post cat o2 wiring is ran the same way) and routed it up to the rubber grommet that is on the passenger side of the engine bay against the firewall somewhat near the powersteering pump. Remove your coolant overflow bottle depending on where you have it and place your hand on the firewall you should be able to feel it.
Here's a pictures to give you a idea..look at my finger.
Hope this helps