Option #1 is probably the easiest way.
Problem is though, if for some reason you get your servo's into a bind and pulls more current than the BEC can supply your Rx will brown out, or loose connection with the Tx.
The other thing is, if you have a high voltage servo and you Rx only works up to 6v that means that your lovely expensive servo is working no where near it's potential and the potential you've paid for as your Rx supply is restricting it to only 6v.
In these cases the best method to connect the BEC is straight to the servo, bypassing the Rx altogether.
Option #2
To clarify you have 3 wires coming from your servo, the colours vary but for the sake of simplicity we will use the wire colours shown in the above diagram.
Yellow = Signal wire
Red = + wire
Black = - wire
The signal to operate the servo still needs to come from the Rx, so this wire still needs to connect to the Rx.
For the - and + wires though we will wire straight from the BEC.
Again rather than cutting up Esc and servo wires i would strongly advise to buy a short servo Y-harness.
Just like the Esc, for some BEC's like the Castle Creation ones, to program the BEC you will NEED all 3 wires from the BEC to connect the Castlelink to.
So i would highly recommend leaving the BEC harness alone and cutting up the Y-harness.
You want 1 wire to the Rx (yellow in this case)
2 wires from the BEC (red and black)
All 3 wires congregating into the servo input, like below.
Personally i much prefer option #2 as it frees up the Esc to supply power to the Rx, so unless your Esc burns out you know you have Rx power.
Plus even if the Esc does burn out, you know you still have steering.
Cheers
Mark