Just my 2 cents worth - I would be powering the fan relay directly from the battery. If you want the thing off when the ignition is turned off as a failsafe, run the switch terminal of the relay to a switched (ignition on) power source. Avoid connecting via the fuse box for the following reasons: 1. Additional heat generated inside the fuse box and feed in wiring loom due to the additional current load. 2. Reliability (the more connections, the more potential failure points) 3. If a failure in the fan circuit occurs, you wil avoid other circuits in the fuse box becoming collateral damage and a potentially complicated and expensive repair; and 4. Simplified troubleshooting in the event of a problem.
Since it is a thermo fan, unless you develop a problem with the sender or thermostat, it should only be running when the engine temperature is high (which eliminates running whilst parked unless you have cooked your engine), but also being cautious, I understand connecting to a switched power source just in case.