This is a good consideration, some jurisdictions are not friendly to underglow type lighting. If you are worried about forgetting to turn the lights off and want to idiot-proof the setup you could put a relay, triggered by a switched circuit, in series with your switch so you can choose when you want the LEDs on or off while ensuring they can only be on if the key is also on.
If you choose to use an existing switched circuit on the bike to power your LEDs directly, adding a manual on/off switch would be smart to give you the option to ride without them. Make sure you know the power needs of your new lights and the needs of anything already on the circuit so you don't overload it and pop fuses or overheat wires.