While there are many theads discussing the installation of an autometer air/fuel gauge, none have pictures. This is on a 4th gen Si, but it should be pretty similar for other models. This will cover only the wiring, as the mounting of the gauge in a pod is pretty self explanitory.
You've got 3 wires. 1 is for power, 1 is for the signal from the O2 sensor or ECU, and the last is a ground.
The ground can be hooked up to any grounding point, I picked this bolt, and ground my oil pressure light here as well. You can see the blue connector on the left side of the screen. Yes I spelled ground wrong, no, I don't care.
The power has to be hooked up to any source of power that is always on when the car is on. I chose to use the cigarette lighter power wire. You can see here, the blue connector.
another angle, it's difficult to see here, but the white wire at the top/back of the connector.
Finally you have the signal wire. You can hook it up directly to the o2 sensor, but it's far easier to run the wiring to the ECU. You can see in this picture. It is circled at the point that it comes out of the harness that plugs into the ECU.
NOTE:Be careful when handling the ECU kickplate/cover. The edges are SHARP and do an excellent job of cutting through flesh.