I was under the impression that the constant 12 volts needed to back up the radio for the clock, station presets ect.. should come straight from the battery. There should be two seperate positive power wires. One will go to the ignition circuit for general power and one that goes straight to the pos of the battery or to a constant uninterrupted power supply at the fuse box.
My new stereo is just like Craig said. I ran a red wire directly to the battery, and for the one that goes to the ignition switch, I used the same one that the stock radio used. Worked fine for me.....
If you need unswitched 12 Volts, there are other places to get it besides connecting direct to the battery. If you have a voltmeter, you can test the various fuses in the fuse panel (with the key out of the ignition) and determine which ones are hot regardless of the position of the ignition switch. It is then easy to tap off one of these fuses to go over to the stereo. Make sure all your stereo power lines have an inline fuse to protect it from voltage surges because the fuse panel fuses are likely too high amperage to protect your stereo.
When you installed the new radio did you leave the car's wiring harness intact and use the plug from the old radio to connect to the wires of your new model? If so, the original harness should have a always hot wire in it. Most aftermarket radios use a wire for switched power and a wire for unswitched power, check your aftermarket wiring diagram and hook the wire marked "battery" the the always hot plug terminal.