I'd be more suspicious of loose connections than the need for heavier gauge wiring. As I recall, the crimps we did weren't the best in the world.
But running a wire directly to the battery is definitely something worth trying. It'll give you a chance to redo the connections and solder them this time.
That's the way I've got it on my car. Make sure that you put the fuse block as close to the battery terminal as possible.
The power wire doesn't need to be particularly heavy for the empeg itself, the important thing is that the ground wire should be at least as heavy if not heavier than the power wire.
My feeling about wire gauge is that if you go too heavy, it starts to get hard to manage the wires. They get harder to crimp or solder into connections, it gets harder to run the wire under body panels and seats, etc. So you shouldn't use wire that's excessively heavy unless you're running a 1000-watt amplifier off of it.
There is a great page
here which has a table of gauges. Remember that the empeg draws a peak of 1 amp, and only at startup, so his chart showing that a 14-gauge wire can draw 14 amps means that you can go pretty thin on the wire before you need to start worrying. So yeah, 14 gauge or even a little thinner should be fine for the empeg. By the way, the rest of
that site is really good for describing basic car audio electronics.
As far as fuses go, I'd put like a 10-amp or 15-amp fuse next to the battery on that wire and that should be fine.
If you're running your amplifier(s) off the same wire, then adjust upwards accordingly of course.