yes i have done it and am in the process of doing it right now. while relays may be required in some situations installing them in a circuit that is not really necessary adds complication and more potential failure points. use a wire sizing chart and choose the appropriate size conductor. in many circuits 16-14 gauge is sufficient, 12 should handle just about any normal load (except starting / charging obviously) encountered. there are a lot of factors that dictate wire sizing. the voltage, current draw, type of wire, type of load etc. i've done a lot of automotive wiring over the years and the vast majority of electrical problems i've seen stem from peoples inexperience and lack of understanding. poor craftsmanship and low quality materials have been the two most common causes of failures i've seen. poor connections cause resistance, resistance causes heat, heat causes increased resistance it's a snowball effect. use good wire, clean grounds, quality nylon connectors with extra metal sleeves (NOT THE VINYL JUNK FOUND EVERYWHERE) and a quality crimping tool. circuit protection is important electrical fires are notoriously hard to extinguish. these are some of the basic good quality components for successful wiring, in some cases i use weatherpack connectors. it's not practical for most people to invest this much in supplies or tooling but i've done enough to justify it and don't like electrical problems. i was recently doing voltage drop tests on a transbrake circuit and let me say the drop was a whole heck of a lot more (like 9.25 volts was present at the solenoid) than i would ever believe. i can also say that the brake in that car has never once failed to set.