Here's how I did mine on my '05 Baja Sport.
If you look up under your steering wheel into the dash you will see a bunch of plugs. Look for a large white one right behind a black one. There is a Blue wire with a black stripe on it. Cut the wire (pics below). ALL DONE!
Same as above except you'll need to strip a bit of the black tape holding all the wires together back to expose more of the blue/black wire. Take some of those wire ends that you can plug in and out at will (can be picked up in most any wiring section at stores) and put them on the ends.
@Gifters - I personally wouldn't go as far as switches and more wire. I don't think you would be switching your DRLs on and off very often (you can just turn on your lights when you want
) I would just do the reversible method above if you ever plan on trading/selling your car so the next owner can have the option and it might not take a hit on value. The choice is yours though and best of luck to your decision!