Many people do it. I did not like the Deere's install of all-on all-off. I have a 3320 and did my own install with lights from tractor supply.
I decided I wanted front and rear lights, a 12V rear receptical for my sprayer, and I wanted them all seperately controlled.
I installed a 30 amp relay system to seperate the lighting/receptical circuit from the tractor. I used the rear lighting connection to switch on the relay. It actually supplys low amperage 12V to the .005amp magnetic coil in the relay. This closes the high amp (up to 30 amp) circuit that draws its 12V power from its own 8ga battery wire directly connected to the battery and fused at 10" from teh battery. The 8ga 12V + 30amp-out of the relay then goes to a spade terminal block to supply 12V positive to my accessories. From there I ran wires to switches in the right hand control panel and then back to the lights and 12V receptical. I used John Deere switches to make the install clean.
I have a ground block as well and use it to ground the relay and the 12V receptical. The lights I ground to the ROPS.
This power and receptical circuit is seperate from the tractor wiring and its switches and will not harm the tractor at all. I could not be sure of the rating on the headlamp switch and decided not to risk my $20K tractor.
I have less than $100 in this entire install with 4 lights, the ROPS mounted lighting brackets from deere, 3 deer switches, 30amp 12V automotive Bosch relay, 12V receptical cig/lighter receptical, two spade terminals, spades, wiring (8ga and 12Ga), fuse and fuse holder, grommets, loom, zip ties, and a plastic kit box from radio shack.
I think it is far superior to Deere's expensive all-on or all-off non-factory-wiring-independent install. But then again I like overkill too so take this post FWIW.