The firewall should be fine, just use sufficiently heavy wire to connect the relays to the headlights. The wire is going to have to be of a certain length to get from the power source to the lights anyway, it shouldn't matter much if the relay is closer to the light or the source, or right in the middle. The idea is to get a more direct source of power and to keep all of that current out of the dashboard area.
Last edited by GMCpanel; 04/15/2012 9:23 PM.