The thremotsatic fan switch and/or manual overide should always control the relay which is hot wired to the fan or ocassionally, high amprege lighting. To run the operating current through a switch without a relay is asking for trouble. Melted wires being the least. Use 10 gauge wire for wires carrying current to the fan, and 12 for wires controlling the relays. Crimp, solder and heat shrink all terminals. If in doubt use the larger wire.
http://www.rodandcustommagazine.com/...rical_current/