Hi,
Yes, it can be done using a relay and running additional wires behind the dashboard, but there is a potentially much easier way, which I did to my 2002 Focus I had years ago, which may also work for you.
I had the same problem in that the cig lighter was always powered, which I didn't want. Using a multimeter I found that the fuse position for the heated seats (which I didn't have) turned on and off with the ignition and that it was rated high enough (20A) to supply the cig lighter, which only needed 15A. So, buy an inline fuse connector like this...
http://www.ebay.co.uk/itm/281500273479
...and crimp a male spade terminal on each end which have the same width as the leg of a car fuse. Then, put one end into the 'supply' fuse leg hole for the heated seats and the other end into the 'output' fuse leg hole for the cig lighter. Then use the original fuse (15A) for the cig lighter in the inline fuse holder, and voila, ignition switched cig lighter!
You will definitely need a multimeter to determine which spare circuits turn on and off with the ignition (especially if you have heated seats and can't use that one) and also to determine which is the 'supply' and 'output' leg holes in the fusebox. Also, the spare circuit you use must be rated the same or a higher current rating as the cig lighter fuse.
HTH
Gaz
