The WalMart lights did not have any switches on them.
I didn't add any other switches to mine, just used the wire that was already under the seat. When I turn on the main light switch to the work light position, all three work lights, and both headlights, are on.
I haven't used them very much up to this point, so I can't really say how well this will work long term. I realize that this is a little heavy on the amperage draw on this circuit, but I figured that the wire is protected by a fuse, if the lights draw more than the fuse is rated for, it will blow before the wire melts. I haven't noticed the wire getting hot, and the fuse hasen't blown. The longest I've had them running so far, is about two hours, while plowing snow.
I think the relay is probably a good idea, and that is my backup plan if I have problems with my current set up.
The reason I mounted all three to the underside of the rops is that with the backhoe on, the rear facing light, if mounted to the side of the rops, opposite the tail/warning lights, is in my way. It sets right behind my shoulder when I'm running the hoe, and gets pretty hot, plus, I can't see what I'm doing. With all three up above, I can swivel them to the front, or back, and get all the light I need, where I need it.