How would I got about doing that?
The best thing to do with electrical accessories is to connect a relay (Lordco or any similar store will sell you a headlight relay) to power an accessory circuit. It can be as simple as one power feed off a relay to run your grip heaters, or you can set up a complete auxiliary fuse block to run grip heaters, electric vest, radar detector, 12 volt accessory plug, etc (but pay attention to your alternator output rating).
A relay takes a single power feed from your + battery terminal and a "switch" feed from any existing circuit on your bike that is driven by your ignition key. Generally, the tail light (not the Brake light!) is a good switch feed because it is accessible through the tail section of the bike which is also where the battery and the best mounting locations for a relay are. You can then run power from the relay that is controlled by your ignition switch and never fear running your battery down. There are several advantages to using a relay instead of just running power straight off your headlight circuit, tail light circuit, etc. The main advantage is that if you develop an electrical fault in your accessory circuit, it will not blow the fuse or fry the wires that are also powering your headlight (which is painful after dark...) or your fuel pump, or whatever. There are also some technical issues that you will avoid related to the heat generated by additional electrical loads on wires that are too small for them, but that is not much of an issue unless you hook up too much stuff to one tail light circuit.
Find a friend who passes the following test:
Do you own a soldering iron?
Do you have any heat shrink tubing?
Do you know what a 3-pole relay is and where to buy one?
If he answers Yes to all three, pay him what he wants to set you up right.
Or Plan B is do some googling & reading, the electrical stuff is not hard to do on your own and you can spend less then $40 on new tools.
Search through some of the posts at www.sport-touring.net
on electrical accessories or "farkles". There is a lot of good technical guidance there.
BTW, I have the Hot Grips on my bike and they are wicked good! :coffee