Depends on what you want it to do... Change when you change the interior dimming level or when you turn on the lights, both have merit.

The headlight connection is probably more distinct 0V or 12V (which the empeg likes) while the dimmer line probably is continous 0-12V (or part of that range). The empeg wont do anything when you change the dimming - until you pass the threshold value where it thinks dimming is in effect (or not) - then it'll dim/undim.
If you have the dimmer right at the border, dimming might flip on / off as your cars voltage fluctuates slighthly - don't know if the empeg guys built in any hysterisis into the circuit.

/Michael