Relay's are always a good idea on headlights in the sammi. Anything 16ga and up in wiring is fine, despite what some will tell you (some even run 10ga which is just silly).
The relay will draw volts right from the battery and bypass the silly out and back wiring in the sammi. I tested the voltage at my lights at idle and it was 11.5. I then ran two relays using 16ga wiring, ran new plugs (pep boys, $10 for both) and now I get about 12.9 when the truck is off, at the headlights.
I haven't run it yet to test voltage, but it's night and day difference. Pep Boys also has 30/40 amp SPST relays for $2.99 a piece or $4.99 with the plug.
Can't beat it. Here's a link for how to wire it up, and some other chit chat about it:
http://bbs.zuwharrie.com/content/topic,107022.0.html