The only HID system that requires a Relay and module are the HID systems that come from factory on BMW, Mercedes, Audi or any other company that puts the HID systems on their vehicle. You will require that if you do a retro-fit. I do recomend to do the retro-fit, it looks really nice and its safe.
But if you dont have the funds for it, then go head and get a kit. Its just a plug n play system. Very easy, it wont mess with your system, your auto lights will still work. No relays are required at all. The best systems out rite now are McCulloch, and Phillips. Just try to stay away from the ebay brands or the one who are cheap and too good to be true.
If you want to browse for pricing go to WWW.XenonPros.com
or one of our sponcers on this site. All three companys are really good.
And if you where to choose for your head lights, try to stick with 5000k to 6000k, dont go passed that, remember the higher you go on your K ratings, the less of light out put you get. Dont buy 8000k, 10000k or 12000k or like some cheap brands go up to 30000k. Only do those on your fog lights. But your headlights try to stay as low as you can.