There are four options really - all with their positives and all with their downsides too!
Option 1: Quick & easy (aka cheap & nasty!!)
Run the cable through the door opening....very quick but will let water through where the rubber isn't mating with the door and will probably damage the wiring before too long. Looks nasty and is not a good way to go. The only positives to this are speed, cost and no holes in the bodywork. (funny how a lot of Japs seemed to use this option!!)
Option 2: The long way round
Run the cables from the cab/battery under the carpet all the way to the tailgate - then up the rear pillar and out through the roof under the plastic 1/4 panel just in front of the tailgate (this gives a neat place to hide the grommet under the plastic panel) then along the rain gutter to the roof lights. Quite a neat install, but a lot of work and I personally wouldn't want to run cables that long considering the current they will be drawing (cable run is twice the length of the car!!)
Option 3: Straight up
Not an option for the faint hearted and certainly not one to do if you want to keep the bodywork looking clean and free from exterior holes (resale?) This one gives a nice short cable run which is a very good thing. Run the cable directly up to the roof then through a nicely placed hole with a good IP66 or higher exterior cable grommet (we call them cable glands) to keep things watertight:
Don't think about using rubber grommets unless you like to find pools of water on the seats as well the the 'mandatory footwells'!
I'll be using this option on the Mud Monkey eventually because I'm not too bothered about holes in bodywork on my budget banger
Option 4: I'll have mine on the side
Probably the more challenging route (pronounced 'root' by us tea swillers, not 'rowt' like you guys

) but ultimately the neatest option is to run the cable up inside the 'B' pillar and out through the area to the top left of the sliding door.
This gives a really short cable run straight from the battery area (where you should be taking your feed anyway) and comes out through the metalwork tucked right up inside the upper roller hinge rest area of the sliding door. It means drilling the bodywork and getting through 2 x skins to get inside the 'B' pillar, but this area is SO tucked away that water doesn't get in there, so you could use a normal rubber grommet. It is also so well hidden that you wouldn't notice the blanked off hole when you come to sell.
I am certainly going to be using this option on the Mystery Machine when I finally get around to wiring up my rof lights! LONG story, but this is one of those jobs that really is taking years to get around to doing....
So there you go - four different things to consider.......unless you want to go for the 5th option (which I think is nearly as nasty as option 1) which is to run the cable out through the front 1/4 panel above the headlight (between the panel and the windscreen rubber) then up the side of the windscreen to the roof!
I have seen this done on a few Jap websites and nearly spat my tea all over the screen! Nasty and not at all well thought through...