The cheap and easy way is to run the amp's remote terminal off of a switched accessory wire. This is the wire that your radio uses. It is only powered when the key is in the accessory or run position of the ignition switch. When you shut the car off the wire loses power and the radio and amplifier will both turn off. Your amp will be on when your car is on and off when you car is off.
There are also units that will sense the voltage on the factory speaker wires and then send a +12 volt signal to the remote wire. These units are an option for those who do not want their equipment on full time (when the ignition is on). PAC makes some very popular ones such as the TR4 or TR7. David Navone also has an inexpensive model available.
Another issue you will run into is the lack of RCA outputs on factory head units. For this you will need either an adapter to convert the speaker output signal to an RCA signal or an amplifier with a built in adapter. These are often referred to as high level to low level adapters or speaker level to RCA adapters. They run $10-30 and are available at car audio shops and related businesses. For premium systems such as Bose, JBL, Infinity, etc. you will likely need a specialized adapter. Companies such as PAC and Precision Interface Electronics all make these type of interfaces.
You may also be interested in How to Install Your Own Car Stereo System . It covers many topics including in depth car audio amplifier installation. Click here.