Regarding the relay issue I wouldn't say its necessary on the usual horns, only the nautilus style. I had a Magnum on a tdm9 and had tested it across the battery (made me jump a mile
, and it was just as loud when i put it on the standard horn wiring.
Using a relay does stop you frying your switch though if you tend to lean on it a long time, so its definitely worth doing just in case.