I haven't drilled through the firewall either. I ran the cable through a small space between the fender and the engine compartment (if you open your hood and your pass door and look down the hood, you'll see it). Then I ran it through the factory wiring rubber grommet thingy in the door jamb. From there it went under the carpet to the back seat. Under the back seat straight into the trunk.
The only part I don't like is the small part (about 1") that is exposed between the fender and the grommet. I'll try to take a picture and show you what I mean. It's by no means ghetto, but it bothers me. Anyone else probably wouldn't even notice it. Could probably wrap it in some type of factory looking tape and it would be totally camoflauged.
The reason though is because I have no idea where to run the wire. Normally, I would drop the glove box and drill through there. Not on a SHO. I do think there is a small space beside the ECM, but haven't had time to look.
The amp is mounted in the factory sub position by the way.