Hey all, just found the hole after some looking, and thought I'd add a couple pictures for anyone else who is having any difficulty finding it.
A picture's worth a thousand words!
I've got a 2002 Taurus SE (Wagon), with the column shifter, and the Duratec engine (makes it a lot harder). This model doesn't appear to have any holes near the brake or the driver-side strut tower, or under the passenger-side glove compartment (or if they're there, they're really hard to find). However, it does have the low center hole that people have been talking about, so I figured I'd shine a light through it and take some pics to make it easier for people to see where it comes out into the engine compartment.
I tried to poke a hole in the grommet with a screwdriver, and just ended up pushing it out. Best to take it out and cut or poke it with something sharp, then put it back (or if you like, cut it while it's still in, and then you don't have to deal with getting it back in
). Use a wire hanger or something similar to pull your wire through.
Hope this helps!
Note, as mentioned earlier, to be careful of the RCM
(restraints control module) that is located just in front of this hole (under the hump), and houses the airbag deployment sensors! Always remove your negative battery lead.
Coming in from the front passenger door, looking at the center of the firewall:
These pics are looking into the engine compartment, behind the engine, from the driver's side (near the air intake).
I shone a light through the hole, so you can get an idea of where it comes out behind the engine: