I built my relay loom, using three fused relays and wire I had lying around. I used one for the full beams, one for each side of the dips (for safety).
It's bloody great - even gets sodding Golf3 GTIs out of the way on the Nurburgring.
The relays weren't cheap, but you have the security of the fuses and a pair of relays.
I have standard wattage bulbs, but good quality ones and the light output is just fine (and legal).