I don't think a relay is necessary, but it wouldn't hurt. HIDs need to get power from somewhere. If you use the main wiring harness, the HIDs are pulling power straight from the factory headlight harness. With the relay, you are getting power straight from the battery when the lights are turned on. I would get the relay just for piece of mind.
I've heard you need the relay kit ONLY on the 60-watt HID systems. If you go with a 30-watt HID system, you won't need it.
I've had a 30-watt system in all of my cars, and have installed them in many of my friends/family's cars, and never had any problems.. and never had the relay! 30-watt is really bright, but not too-bright... I couldn't imagine what a 60-watt system is like..
EDIT: And I've always gotten a cheap 30-watt $70 kit off a guy on CraigsList.. No problems on any of my cars/any of the cars i've installed them in!
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