As TT said, these fans draw alot of amps, particularly the high speed mode.
I used the Hollister Road relay kit which has some pretty beefy relays and wiring (10 ga to the relays and 12 ga to the fan).
http://http://www.hollisterroad.com/proddetail.asp?prod=MarkVIII
I have my low speed on the thermo and also connected to a two way toggle where I can put either the low or high speed manually. As long as you wire the switch into pole 86 of the relay, you won't need to worry about too much draw on your switch.
For me, I found that between the shroud that came with the fan and the cfms it pulls on low speed, I never have to use the high speed.
Matt