For best results you can unsolder the +'ve wire on the light and solder in a heavier wire (6mm) and run it direct without any crimp connectors.
+'ve feed to relay to battery (or starter solenoid where the battery cable meets). You can solder in a fusible link, so you don't get voltage drop through a fuse. I've compromised and put in a 30amp circuit breaker on the SIII.
Make sure you have a good, clean and tight earth.
The switching wire can be very light, as it just switches the relay. Mount the relay close to the lights, face it down to reduce dirt settling on the terminals.
This is probably covered in the circuit diagram already supplied, but I'm at work, so won't open any attachments on the bosses computer ;) to verify this assumption.
