Is it bad practice to connect wires of vastly different gauges?
Since you are talking about connecting to a lead-acid battery it's pretty clear that there are no high frequency signals involved, so the inductance of the cable (and the skin effect) are not relevant in this case.

For low frequencies, larger diameter cables will provide less resistance to current flow so they are generally preferred. Electrically, it is OK to connect heavier cables to smaller cables. However there is some risk here and the practice may be prohibited by local electrical codes. For example, you connect a cable and plug designed for 30A to another wire that is rated for 15A. You know the limitation of the entire circuit is 15A, but someone else comes along, sees the 30A plug, and tries to draw 25A through the circuit. That would be a fire hazard.