make sure you use quality relays, i didnt once with some driving lights i installed and they failed. it did make in interesting buzzing sound when i tried to turn the lights on though. my suggestion though would be to buy a plug in harness from someplace like lmctruck.com pick on early model truck line, ford chevy it doesnt matter, say a 1972 model, and buy the harness. they are listed in the lights and lenses section, and only cost like $30 plus shipping. they are virtually plug and play, you just have to hook up the power and ground leads, and route the harness.
if you still insist on doing it yourself, then take your time, pull the relay energizing power from the factory headlight harness itself. run the power either from the battery itself or the battery side of the solenoid. and DONT FORGET THE FUSES. the relays should be 30-40amp units and the fuses should be 20amp. the main power through the relay to the lights should be at least 12 gauge wire, but 10 gauge is better.
