Sorry for the long winded reply i see i was beat to the reply
if you have any repair manuals. look at the wiring diagrams. notice that the grounds always go the the chassis, that is the metal part of your vehicle. you know that much,,,right. if you dont have a good metal surface at the point of the device them run your ground from your component to a point in the cab that is good or run it all the way to the battery,
for your positive side, look how the factory wires the vehicle, it starts with a large main fuse buy the battery or in the fuse block, that main fuse feeds all the other fuses in the block. those are your branch circuits off your main fuse.
wire size, the bigger the fuse the bigger the wire. dont be confused by gauge size, the bigger the physical size the lower the number.
so like litllyota said, get an in line fuse and wire it in next to the battery that's with in 6 to 12 inches look at your box does it say the amp capacity..... if so run that big of a fuse, lets say 30 amp. i always run a # 12 stranded wire for my main feed to a box. mount your box in a good location that can be easily accessed for adding future devices.
now you can run individual wires to your devices, you can use smaller wires and smaller fuse sizes, just like you see in the vehicle already
you say your twisting your wires together, that's fine but put a wire nut on the wires to protect them. go to home depot to get your supplies, little grey or blue wire nuts will work. I hate butt splices. you can get the wire there too. look for 18 gauge its a good size for wiring in the item you are working on
if you want your wiring to look really good get a soldering gun and some heat shrink for all your conections