I haven't tried to do this myself, however I have read about other people's electrical installs, and have a friend who ran a second fuse box in his truck. (In other words, confirm everything I'm writing with someone else first, and don't hold me to it)
My buddy went to the wreckers and grabbed a Ford Ranger fuse box, which he installed under the dash (of his Ford Ranger), and then ran the appropriate cables from there to his additional devices (additional in-cab lighting, a power inverter, and box lighting).
Some basic info on choosing fuses, which gauge wire, and how to wire everything (somewhat technical, sorry):
[spoiler]You have to remember that the fuse you choose for each device in the fuse box is based on the wire you're running to the device. The wire you choose is based on the power requirements. For example if you know something pulls 24W off 12V DC, you can calculate the amperage:
(P is the power in watts, V is the voltage, I is the current in amps)
Thinking back to high school algebra:
We can take P = IV, and rewrite it as:
P / V = I
So 24W / 12V = I
I = 2 amps.
Then you find a site which has a
cable size calculator, to determine which gauge wire you need. In this case, I assumed a 6 foot run with 5% loss (I'm just going by their recommended values), and 75 degree insulation, and wound up with 18 AWG. Honestly, I would just punch in 5 amps, so you can fuse it for that. Turns out 5 amps is also 18 AWG. Going higher gives you a bit of breathing room in case your device overloads the circuit slightly for a short time (when it's first starting up).
Now, when wiring the actual fuse box, say you've got 5 x 5 amp fuses, and 2 x 10 amp fuse. With that you could theoretically pull 45 amps with your secondary fuse box (someone correct me if I'm wrong, but I'm pretty sure the additive property applies).
Lets say you have an 8-foot wire from your battery to your secondary fuse box. You can find ANL fuses for 100amps pretty easily, I believe. (giving you room to install more fuses as required)
Plugging in 8 feet and 100amps into the calculator above shows 4AWG. Proper install techniques would be to run a very short lead from the battery to the ANL fuse (i.e. 6 inches or so), that way the remaining 7.5 feet going to your secondary fuse box, would be safely fused, in case it shorts out along the way for some reason.
[/spoiler]
Other things to think about:
Is your alternator able to handle the additional load on the system? If not, you may want to look into upgrading it. As long as your alternator can handle everything you ask it to, there's no reason to get a second battery, unless you intend to run some of your electronics with the engine off.
If you plan on running switches for some of these electronics, make sure you setup
relays, rather than putting the switches inline in the circuit....at least for heavy-load devices. Or find a switch that can handle the amperage you plan on putting through it.