To be honest, Have put the wiring to the back of my mind.
Once the engine & box is back in, ( quite soon ) Going to have to turn my mind to all things electrical
I guess the load rating of your light switch gear will dictate if a relay is needed !!??
Personally, in my younger days I had no problem wiring up a row of super duper spotlights straight to the switch .... worked great, but in all probability, sooner or later the swich will most likely fail
With the Roadster you'll never need the amount of relays that Ford use in their production cars.
The question I would have in the back of my mind is .... I know the lights will work ok without a relay but how difficult is it going to be, finding a replacement Sierra light switch, should it fail !!