To do it properly, you'd have to wire from an unused fuse location (or
install a fuse holder at the battery and run a wire from there) with
constant power and install a 15A fuse.  

You'll be able to pick up constant power off the clock, radio, hazard
switch, and perhaps a couple other places, but the circuits may not handle
the power of the lighter.

Check out the schematics at www.hmaservice.com if you want to investigate.
They'll be in the section under the tab "ETM."  I don't recall whether the
'04 Santa Fe has schematics there yet.  If not, choose the '03.  The three
items I mentioned above should be wired the same, but there may be some
minor differences, so be sure to verify.

You mean while the key is unplugged?  I wouldn’t recommend doing that.
Car batteries aren’t designed to run more than a clock and maybe an
alarm system.  They’re good at short bursts (starting the engine) but
not good at maintaining a steady drain.  When the engine is running,
the lighter socket is drawing power from the alternator, but if you
leave a phone charger (say 4W) connected to it continuously, it’ll
shorten your battery life.

Why would you want to do such a thing, anyway?  Why would you leave
your mobile phone in your car while you weren’t there? :)