its a good idea, for safety also. if somthing happens you can disconect it before you get a fire, or crash trying to get off the road.
if you do it, make sure you run the other end of the ground to the frame of the car, if you do it to a seat bolt, and your rack is welded to the frame, you will be grounding your setup thru all the grounds in the car. i had mine to the seatbolt and my lights would bright/dim when i hit switches, also it would arc up in the rear pillar. scared the shit outta me at night!
also use a thicker cable like a 2/0.