I have been thinking about this since yesterday. It will have a constant drain, but it might not be enough to worry about. Check the box it came in to see what it says. If it uses micro amps to getting the reading, it probably isn't a big deal, as long as you drive it once a week or so.
Getting a reading as close to the battery as possible is the best. Though if you have good wiring, going through the ignition switch isn't a bad idea either. The only problem with it is you might get some voltage drop through the switch. But this can be verified simply by taking a digital reading at the battery and then comparing it to the meter in the dash. i.e. if you meter reads 14.2 but the meter on the battery reads 14.7, then you know that when you see 14.2 on your meter you are actually at 14.7.
Cheby trucks have a huge problem with this in the mid 90's.