Probably the best way is to use a relay (5-pin Bosch type). Use the factory low-beam headlight wire as a trigger to energize the relay. You can either buy a universal harness or you can make one. Just make sure you use a decent primary wire (14 AWG for each ballast and 12 AWG from the battery to the relay, if you are using 1 relay). If you use 2 relays (1 for each ballast), then you don't need to use 12 AWG between the battery and relay (14 AWG will suffice).
You don't want to run the HID (+) wire directly through the switch because it will draw alot of current at startup, which means all of that power will be running into the dash. Also, switches typically aren't designed to handle that much current (up to 30 amps) anyway.
Also, make sure you fuse the ballasts (15 amp fuse). You can also fuse the wire between the battery and the relay (30 amp fuse if you use 1 relay).
Setting it up this way, it will enable you to use the OEM headlight switch stalk to turn the HID's on.
Here is a wiring diagram from HIDPlanet.
Alan