Most I have seen run them through the little opening at the bottom left (if you're looking from the front) of the grill. There is a plastic flap you can trim back or just hold out of the way and route the cables under the grill and it all stays fairly hidden. How you secure it under the hood is up to you. Zip ties, or get some cable brackets and self taping screws... I'd just zip them personally.
I don't have a winch on mine or i'd post up a pic.
2000 Jeep Wrangler Sport
4.0L / 5spd