Landrovers don't use a relay in the headlamp circuit, and everyone says fitting them makes the world of difference. I tried it on my previous defender and used nice big cables straight from the battery, it made no difference at all
So I fitted some decent bulbs (not the piaa ones) and was amazed at the difference. Removed the relays and they stayed the same.
If the manufacturer has sized the wiring and the switches correctly and you use standard wattage bulbs, relays are unnecessary IMHO.