Do I need relays with these headlight choices.

O'reilly's #25-0428 but they really like these... they want $25 for one. I can get the same relay at Fry's electronics for $5. It's the basic Bosch 5-prong relay, it shouldn't be hard to find.
You can also go with either of these depending on how many relays you may want.
Universal Waterproof Fuse Box Relay Panel distribution Cooper Bussmann Off Road | eBay

or
New Fused On/Off Car Motor Automotive Fused Relay DC 12V 30A 4 Pin 4P SPST Metal | eBay