people has telling me that run the wire from the fuse box, but which fuse do i hooked up to

i have the pioneer N1 installed on my car with the acc hooked up with the constant power, but everytime when i get off the car, i need to shut of the system, but something i forgot, i need to find that wire.
my system doesn't have a amp, it just run thought the HU w/stock speaker (non-bose), it's not so bad, if i need to upgrade the speaker, which brand would you suggest