Head Unit/ Relay Use

I just finished putting in an alpine moniter and a dvd player in my 2003 tahoe.

I connected the head unit, the brain unit, and the dvd player all to the 12 volt of the factory radio wire harness. Also, i have a chime module connected to it. Should i have used a relay?

Also, i have done the same thing to all the turn-ons including an amp, head unit  and a trigger module. Should i have used a relay?

If yes, how do i wire a relay, i have never used one before.

Thanks in advance,

Harry