I _hate_ lighter plugs. I am also a ham radio operator, so I generally have a lot of devices in my car that all need power. My solution isn't for everyone, but it's what works for me. Your mileage may vary.
I have run a #12 2-wire feeder from my battery to the interior of the car. Both legs are fused with inline 3AG 30A fuses just a few inches from the battery itself. Inside the car, the feeder connects to the input of a West Mountain Radio 5-outlet power panel, which uses Anderson PowerPole connectors. These are essentially the "standard" DC connector for emergency services and emergency communications folks -- reliable, much smaller than a cigar plug, polarized, and sexless (no "male" or "female", they mate in any configuration and cannot be mated with the wrong polarity.)
For the GPS, I carefully removed the cigar plug from a standard Garmin power cable and put a PowerPole connector on. It then plugs right into the power panel, along with my XM radio, ham radios, and cellphone charger.
The power panel is about $50 and comes with a dozen or so connectors and a crimp tool for installing them. The remaining wire and materials should cost under $10. If you're installing only one device (the GPS), you don't even need the panel -- just change the lighter plug to a PowerPole, run some feeder out to the battery or fuse block, and plug it in, and you'll have spent under $15.
Scott (KD4DCY)