Willie
For the gauge of the wire, as a rule - thicker is better. If you have a choice between 2 different sizes for a heavy use, you can't go wrong with the thicker size wire. I believe the thickest ground wire in the Yamaha harness is a metric equivalent of 16 gage. There is no reason you can't use 14 gauge for a heavy load. You are not buying wire by the ton, you are buying it by the spool. Cost to you is not an issue.
The best method is to take your high amperage leads direct off the battery, through a fuse, and on to a distribution system like a Fuze Block. You can then split it into several circuits to feed the various items you add to your bike. If you need to trigger a relay, you can tap in to several locations on the bike. The power it takes to trigger the relay is very low so it will not have an impact on the system it draws from.
What you don't want to do is overload the bike's wire harness with extra demands from your farkles. Yamaha engineered the harness to service the bike's systems. In order to keep cost down they did not build in any extra capacity for owner added devices other than what the power receptacle is rated for in the glove box.
The other thing to watch out for is adding too many high wattage items. The second gen. alternator is capable of 590 watts output only at around 5000 rpm. The first gen. bike is 490 watts. Go easy with them, and add some way to monitor the power draw like a Datel volt meter.
One other thing, when you tap into the bike's system, choose a pigtail from the component you wish to use to control the relay. Leave the main harness intact. It's a lot easier (cheaper) to recover from a botched tap on something you can remove from the bike.
This subject has a lot of threads just inviting you to search them out.
Happy hunting!
Brodie