I've always run them off the "IGN" terminal of the fuse block. It's hot in both the Run and Start positions. I tried the oil pressure switch thing once but the sometimes long cranking thing is real. And, lets face it, by the time oil pressure drops the damage is pretty much already done, especially when you consider the motor will keep running for some period of time just off what's left in the bowls.
Depending on how many amps your electric pump draws, you may or may not even want to use a relay. Yes, everyone says use a relay, but my experience is that it's just added complexity and one more potential failure point. I use an ancient Carter Street Pump as a booster to my block-mounted mechanical and it draws practically nothing- like 2.5A. Even something like a typical Holley Blue fuel pump only draws about 3-4A. We are definitely not in a power range where you need the power switching capability of a 30A cube relay and big wires. Some 12ga wire run back to the pump and a female spade connector shoved on the open IGN terminal of the fuse block has worked for 12+ years for me without a single problem.
Now, if you're going racing and your car requires a battery disconnect switch on the rear bumper, obviously you need to wire it such that the electric pump turns off as well when you hit the kill switch. But again, there is no requirement for a relay to trigger the pump that I am aware of.