Relay or not is, IMHO, dependent on what you're wiring it to. If you're putting it on a separate circuit all to itself with a switch all it's own, on a fused circuit directly from the battery, it's unnecessary in this situation.
If you're wiring it to an
existing stock circuit like the existing headlight wiring however, the argument for a relay is there as the stock wiring may not be equipped to properly handle the additional draw.
An unfused wire that shorts out basically first melts all the insulation, then becomes a heating element, and may or may not catch on fire before finally breaking. It may then do that again and again closer and closer to the battery as the insulation fails in different spots and contacts a ground.
Even a small wire will do this. A big wire will do it as well, just with more smoke and fury, and may actually survive long enough to cause the battery itself to explode.
In other words, don't do this. ALWAYS use a fuse regardless of a small wire or a big wire.