I have been down this path and can offer some advice.
For starters a good aftermarket CDI and a proper matching coil will improve the performance of your 911 over the Bosch. Remember that is 45 to 50 year old technology.
You get a much more powerful spark that will help your engine at idle and should provide better spark throughout the rev range. Also most new CDIs have a built in electronic rev limiter which is a great feature.
I have Pertronix in my 1973 and been running it for 10 years and love it. Great upgrade.
All of the other posters advice is valid on the power wire for the MSD. It can draw over 5 amps at times and needs a dedicated connection. I would use a fuse of 10 to 20 amps in this line just to be safe. There is a large gauge red wire in the bundle going to the 12 pin connector in the rear. I taped into this red wire with a fuse connector and use this to power the CDI.
I find that there are better choices than the MSD. In my opinion the Daytona-Sensors CD1 is much better. More modern design and construction. And it comes with a high quality E type matching coil.
Daytona Sensors LLC - CD-1 Capacitive Discharge Ignition System for Racing
Here is a thread that compares MSD, Crane, and Daytona Sensors
http://forums.pelicanparts.com/porsche-911-technical-forum/796003-bosch-3-pin-cdi-replacement-2.html
I know you either have the MSD or are getting a deal on it.
In addition I like to add a large electrolytic capacitor to the power circuit. A 10,000 UF 25V electrolytic capacitor at the CDI helps for RFI and adds reserve power for peaks.