There is a hole already in the driver's side of the firewall that is perfect for large power wires, up to 1/0 gauge. It should have a rubber "stopper" in there right now, which you can easily punch a hole through (or replace with a large rubber grommet).

Unfortunately, I don't think there is anything like that on the passenger's side, so if you prefer to keep your power wire as short as possible, you'll need to drill through. Looking at where this hole is located on the driver's side might help you gauge an appropriate spot on the passenger's side.