I do not currently use a dyno hub, but I am planning on building up a bike with one.

I'd look into running a strip of helicopter tape over the wires to protect and retain them. That stuff is robust (it's often used as chainstay protector), would leave no more stray wire exposed than necessary, and would make for a clean-looking install.

K-lite sells a dyno headlight and an inline switch so you're not putting a load on your dyno hub when you don't want to. I've been following Igaro, which currently sells a dyno-USB converter and is working on a headlight that also has USB-out; when that is released, you'll be able to control the light's parameters via an app.