simple SPST relay circuit question

I wired up a simple SPST relay over the weekend to power some accessories.

The relay is activated by a switch on my dash.  When the switch is turned off, the accessories still recieve power for a few seconds before shutting off.

I've been reading about wiring relays with a diode on this site.  My understanding is that without a diode, there is still some voltage in the coil after power is removed from the relay (switch turned off).  Is this what is happening?  If I replace the relay I currently have with one wired with a diode, will the accessories immediately turn off  when the switch is turned off?

Any input is appreciated!

I figured out the problem.

My accessories consist of a siren amplifier and a headlight flasher unit - both receive power from Terminal 87 of the relay.  When the relay is switched off, the siren amplifier bleeds off voltage which continues to power the headlight flasher unit  for a few seconds.

I would have wired the siren amp directly to the battery, but it does not have a power on-off switch, so it would continuously draw about .06A.