This article is from the Car Audio FAQ, by Ian D. Bjorhovde (email@example.com) with numerous contributions by others.
No. In almost every case, the best thing to do is to ground your
amplifier to a point that is attached to the chassis of the car and is
as close to the amplifier as possible. The ground wire should not need
to be more than about eighteen inches long, and should be at least as
large as the power wire. The point to which you make your ground
connection should be an unpainted piece of bare metal.
Some cars (Audi, Porsche) have galvanized bodies, and in these cars,
you must find one of the manufacturers' grounding points or else some
noise can result.