+1 for under the grille. I have also seen some (possibly works or similar) cars that have a socket above the offside indicator, looks like a quick release attachment. I'd be interested in fitting one of those.
It's interesting you say that, as my mini has a socket which is not in use behind the grille, in line with the fuse box. As my mini is a 1998 non cooper MPI, and was built to exactly the same specs as the cooper, I was wondering if all the wiring would be the same as the cooper (which would've had spotlights).
