Relays for anything that wants more than 5A are always a good idea - but I set my threshhold a little lower, at 2A (I'm paranoid.)
Relays are cheap enough - Parts Express has Bosch relays for two bucks eash (p/q330-070, 12VDC @ 30A, $1.00 1-9, $1.89 10+;
www.partsexpress.com) - which reminds me, it's time to stock up.
Relays also have the advantage (especially with lights!) of allowing you to run a much shorter power path to the power user. You can use a nice long lead from the switch to the relay - the "make" current on a Bosch relay is something like a few milliamps (I'd have to look it up.) You can then run nice, short power leads to your lights or whatever - the length then becomes controlled by the location of the lights and the battery. The shorter you can make the main power lead, the more power your lights can get, and the brighter they will be. Using a relay also takes load off the switch, and making the power leads shorter allows them to run cooler.
You can also order your relay sockets - prewired with pigtails - from Parts Express - single, p/n330-075 ($1.50 1-9, $1.29 10+) and double, p/n330-078 ($1.90 1-9, $1.75 10+) Ask them to send you their catalogue while you're about it - they've got a lot of neat stuff (they're mainly an audio house, and there's lots of good hardware in audio houses...)
Anything else we can do for you?
5-90