Sometimes (depending on car) you'll have to take the cover on the driver side front pillar bar off to see where the wires are leading too from the dome light. Usually it should be 2-3 wires. I think the colours are green, brown and something else i forgot. If you can follow those wires down, you might be lucky enough to see it lead to a plug of some sort down under the dash or towards the fuse box. If you can't locate the plug, you might need to just buy some wire tappers and tap the wires you found on your pillar bar.
For those who are asking if you can get power directly from the fuse. You can do this but you need to connect the grounding cable of the LED to the switch located on the center chassis beam thing between the drivers/passenger doors (when the door closes it hits the switch). Connecting it to that switch allows the light to turn on and off when the door is open/closed but you will lose the dimming effect.
Hope this answers some questions.
So far i've been able to do this to a Jazz, Civic ES, Euro (no dimming effect, connected to door switch), Corolla, CRV, and Imprezza
half of those cars i had to pull panels off. But that was easy since its just plugs (: