I recently bought a very small light bulb for my glove compartment (runs on 12 volts). I do not want the light bulb on unless my headlights are on. Is it safe to draw power from the illumination wire or should i just draw from the accessory 12 volt and put in some sort of switch?

Here is an option for you:

I installed a similar setup in a car I had a while ago. I went about it a little different though. I put a pressure switch on the glove box that gave power to the light whenever I opened it regardless if lights were on or not. Came in very handy!! A little more work, but not to hard to do... You can get the switch at Radio Shack ...

depending on the light, you could use the parking brake wire, The ill. wire is likely to be regulated and would effect the lights accross the dash if you used it... has to do with the pulsed width modulation now used. You probably wouldnt see much of a difference depending on the light but still be safe.

Do it right and grab the ignition or better yet, the head lights. That way it only comes on with your head lights like you said.

I think the pressure switch is actually a good idea. My car has one of those built in, so that the light for the glove box is only on when the box is open, and the key is in the ignition. So I assume its connected with the acc wire and if the switch is not pressed, it comes on. This way, you can see what you're doing if you don't want the headlights on, and its not on all the time. I dunno about your application in particular but you might get a bit of light leaking out of the glove box at night, and/or that bulb can get hot and keep your glove box nice and toasty. At any cost, theres no point in having a light on when you're not using it.

Just my 2 cents.

You could tap in to ANY 12v power source, then use a relay and have the relay go to the ILL wire. When the ILL wire is supplying current it will trip the relay and power your light bulb via the 12v power source you used. Easy enough. Any car audio/alarm place should have these relays

yes the switch idea powered off of the headlights is what I was reffering to.