switching leds with relay on sensor wire

The only issue I see here is:

1. LEDs use less current then most relays

If you are deadset on using a relay you'll need, at a minimum either a solid state relay or a reed relay.  Both relays are known for having small current draw and neither are electromagnetic so they will be less noisey.

You're best bet would be to just use some standard transistors.  Transistors can act like an electronic switch, but require virtually no current to turn them on (an even better option would be a mosfet, but most likely is not needed in this case).  Once you have the transistors in place you can use them to fire a SPDT electromagnetic relay with reliability and virtually no induced noise.

For a small load like an LED you could use a 2N3906 instead of the MJ2955. Donit forget t6he Resistor on the LED

Oh Duuu Here is a circuit that uses only one Transistor.

Use 2N2222 Transistor.

^^^ That base resistor (100Kohms) is a bit high for my liking.  With a beta of 100 the transistor will not be able to outut enough current to run the resistor at the specified value (21.4mA).  With a beta of 100,  the transistor will only be able to output a total of 12mA.

I would recomend a base resistor of 10K.  This will pull, at most, 1.2mA of current from the signal - a neglible amount.  However, with the 1.2mA and a 75 beta (more likely what you'll get with the 2N2222 in this voltage/current range) you'll see a max of 90mA on the output - more then enough to run the LED at 21.4mA.

The important thing here to consider, though, is the current requirement of the LED you choose to use.  This could effect the collector resistor value (560 ohms) which in turn could effect the base resistor.

Why use a transistor at all? Just use the LED and Resistor!