If the headlight current runs through the key switch, it should also mean that you can't leave the lights on, since they'd turn off when you turned the ignition off. If that provision exists, it might be easier to leave the headlights wired to the battery, so you don't have the problem of dim lights at low engine speeds. Personally I'd rather use LED lights running on AC, so I could use them as much as I liked without risking eventually discharging the battery (remember the DC output from the alternator is rather limited - only 24 Watts at cruising speed of 2400 engine RPM). However that's just me - I'm rather protective of batteries, because I hate the cost of replacing them after they've sat around part-charged, and become sulphated.