I also have the aem wideband. Nice choice in gauges. You should be fine grounding it in the same spot as the boost gauge. I would not hesitate to run both gauges of the same fuse tap. Less clutter that way. If I remember correctly thats how I did mine but, if you want to add another one the that's even better. If you plan to datalog with it in the future then go ahead and get the busted finger datalog cable also. Trust me when I tell you it will be much easier to wire that into your gauge upon initial install instead of later. I keep mine tucked under the dash out of sight but, still easy to get to when I need to connect it to my laptop. Remember that when you have your bung welded in a hole will have to be drilled in your downpipe. This in turn will drop metal shavings into your downpipe that you don't want getting in your turbo or catalytic converter so, you might as well just take off the downpipe. That way you can keep your heat shields on also. Just make a hole in the shield for access to the sensor and bung. If you do go this route don't forget you will need a new doughnut gasket and downpipe to turbo gasket. Another option would be to just install everything except the sensor until you get a aftermarket downpipe. That way you can prolong the life of your sensor. They are known not to last long and are about $100.
06' wrx tr