I have a few suggestions. I would NOT try and use the light switch as you lock yourself into having the rear light on when you have the headlights, which you may not always want. Depending on the lights used you could draw to many amps, between the headlights and the lights you install.
I see looking at the manual for you tractor you have a spare 30A fuse, I would use that. Manual does not say if the key needs to be on. This saves running a wire all the way to the battery. On the spare fuse, it has to have power connection, but it may not have a connector to the output need to check and see, if this is required. You could just solder the wire to the fuse in the beginning.
Does your ROPS have holes at the top, looking at JDparts, it appears it does? If it does consider this, you should be able to run the wire up through the ROPS, then purchase 2 1.5 X 3/8 bolts. Drill a hole through the bolt (this was easier than I thought), both it running more than one light. Found drilling from one end half way through, then drilling from the other end works the best. Use a .25 inch drill. I used 16 gauge wire. A little WD-40 helps in the drilling. Should only need one wire per light as you can ground it to the ROPS. It takes a little work, run the bolt up through the ROPS and put a nut on the end.
Also put a connector were the ROPS folds down that way you can still take the ROPS, if needed. The bolts can be used to mount the light to and secure it the ROPS. You could also use the bolts to attach a metal bar to and mount a LED light strip to. To me this was nicer than running the wire on the outside of the ROPS.
Lowes cares the plastic flexible tubing to run the wire.
Here is a picture of how it looks, you can see to the right is the switch. On my tractor there was a hole already there.
http://manuals.deere.com/omview/OMRE268160_19/?tM=FR