If you connect any accessory ground wires directly to the negative battery post, you must install fuses on the ground wires. Otherwise in the event your vehicle's main ground to the chassis/engine block fails, the entire vehicle (including the starter!) could try to ground through your radio, siren etc. which could overload and/or burn up the ground wires if not fused. It's not a super common thing to have happen, but I have seen it in some older vehicles and heavy equipment.
For the most part though I rarely connect grounds direct to the battery unless it's a huge current accessory like a winch or large inverter that could overload the factory ground cable. The best chassis/body grounds are typically bare metal that isn't too exposed to weather/dirt/salt. Not every piece of metal in the vehicle is a good ground, some pieces of metal might be rubber mounted or only attached to plastic or painted surfaces, so either test your potential grounding point or try to use factory ground points (generally found behind kickpanels, on the firewall, in the trunk etc.)
