I source the components and do systems according to what it is and how much stuff there is. Typically I like to locate relays near the component it is controlling. Separate components, as opposed to all-in-one assemblies, allows for quick repair/replacement in the field in the event of a failure.

Littlelfuse/Bussmann makes nice stuff and usually have what I need. Relays and other parts are from notChina places as well.