Thanks for the info guys. Actually, the Chinese stereo I bought came with a canbus connector which has an illumination and acc feed on it. The illumination feed has constant power for some reason so the backlight buttons were originally constantly powered. I switched this over to the red acc cable for now so that the button lights only come on when the key is turned.
I was just wondering if there was a way to tap into a source that only receives power when the headlights are turned on. I know some people have said to use the "grey" wire behind the headlight switch, but I don't want to tap into this till I'm 100% sure it would work.
Alternatively you could splice into the cigarette lighter which is another switched live. Possibly could power the stereos backlights for you Aswel but not 1000% sure on that. I sold my mk5 a few months ago and can't remember if a light comes on around the cig lighter when your turn on the headlights. If it does, your laughing!
I think this might be the way to go. The ring around the cig lighter is supposed to come on when the headlights go on but I think my bulb is blown so it currently doesn't. Should still be receiving power though!