Relays to power on a fuse block?

First time poster, please be gentle. I am in the process of adding a few aux. fuse blocks to my truck for different items, such as lights, air compressor, guages, power inverter and ect. My question is, Painless Wiring makes a fuse block that has a relay that connects power to the fuse block when the ignition is on only. I want to add my own fuse blocks (Not because of cost, just because) but do not know how to wire the relay, and how many I will need to power the fuse block. I believe there will be two or three fuse blocks. The fuse blocks will have a max amp rating of 100 amps but I do not believe I will be pulling that many of course. Would I need three relays for each 100 amp fuse block and how would I wire them up or is there a better/ easier way to power them on, only when the ignition is on? How close to the fuse block do the relays need to be and how far from the inline fuse that protects the relay do the relays need to be. I understand the inline fuse needs to be as close to the original power source as possible and that you need to fuse the power to the relay. Is it better to run aux lights on their own circuit/ relay connection or can I wire them through a aux. fuse block that is going to be used for other things? Last questions, I think. How do I know when to use a relay instead of wiring something directly to a fuse block? For example, would I wire a 12v air compressor through a relay, directly into a aux. fuse block or wire it direct with heavy ga (4ga or 8ga) wire? If I were going to run it through a switch inside the cab, do I need to use a relay before the switch so not to burn it up even if it's a heavy duty (20 amp) carling switch?

Thanks for any info and sorry for such a long post.