The battery, as others have suggested, is an OK source but not necessarily the best. Really, just go for what ever source is easiest to connect to. A CB radio won't draw more than an amp or two, which is fairly light in car terms. Many times, your car's fuse block will have an extra position specifically for adding extra items like this. Using that is quick and easy (and safe). Or, if there's a cigarette lighter near by, you can tap off of that circuit.
Finding a good ground for the radio might actually take more effort. If you ground to the body, make sure you scrape off any paint and screw down tight so you get solid contact. And make sure that what you ground to is actually metal, and is itself well grounded to the battery through the body or frame.
It's worth it to take a quick tour of your vehicle to check that all the ground straps are in good shape. Cleaning up ground connections -- or even adding one or two -- will let your radio work it's best, giving it higher voltage, lower noise, good counterpoise for your antenna to work off of. And, it might fix some other problems, like weak lights, poor ignition, oddball computer problems, etc.
Actually, the battery is not as clean a power source as one might think. It doesn't really filter noise well and, because of the chemistry (think of thousands of tiny bubble constantly popping) it can actually introduce some noise. If you have noise in your radios, it's often an indication of a problem somewhere else in the electrical system: poor connections, poor shielding, a diode in the alternator going bad, etc. You can pick up a power filter for a quickie fix, if you can't find the problem right away. Good luck!
