Keep em seperate or you'll risk engine whinning or other noises. Run the power wire on the left side and signal cables(RCA's) on the right side of the car.
As long as you enjoy hearing various humming, hissing, cracking, popping, whining, and other electromagnetically induced noises along with your music, it's perfectly OK. Otherwise, it's best to keep power and signal wires separated.
as long as either one is shielded or insulated.
you can but its always best to run them apart for the least possible interference.