Which wire do you splice off of for the illumination? Is it okay to do it from the radio wire?

 

FOR WHAT???????? what you trying to wire up? the aftermarket radios dimmer wire? and on what year and model?
your post is just way to vague sorry... we need more info.

if your installing your own radio then i HOPE TO GOD YOU DIDNT CUT THE FACTORY HARNESS!

 

If you want the dimmer to work you need both the power and "ground" wires from one of the existing bulbs going to your new bulb. A gauge with the bulb internally grounded will always light up full bright. The dimmer works by varying the voltage on the minus side of the panel lights not the plus.