every other car around seems to turn off the cigarette lighter socket with the key
I picked up a heated seat cover for the wifey because she is "always cold"
I know she will leave it on when she parks the Blazer at work and I am sure after 8 hrs I will have to deal with a dead battery
I think the best approach will be putting a relay in just behind the cigarette lighter to power it on and off with the key

My only other thought was make a fuse tap and jumper from a spare switched terminal in the fuse panel over to the load side of the cigarette lighter fuse
Not sure if there is anything else running off the cigarette lighter fuse

 

I have always known the cigarette lighters to be hot when the ignition is off even.
You will have to find something to power it up otherwise...
I would say tap into the accessory on the trucks fuse panel. then run that power to a separate cigarette lighter socket somewhere, so when the ignition turns it off.

this is a pretty good link on how to get it done, pretty simple.
How to Wire Accessories to Car Fuse Panels | Tech Channel - RadioShack

 

If you're cigarette tray has a light it would be pretty simple to add a relay that would turn the power on to the heated seat when the light was on. You'd want to make sure that the light was always on when the car is on.

I wouldn't do it that way, I'd run a dedicated circuit for the seat heater on it's own wires.

Hans