[Dave at Pelican Parts]

Anything that draws a lot of current, pretty much. Pumps, high-powered headlights, fans... Usually high-powered stereo amplifiers effectively have a power relay built into them, so none are needed there.

If you want to set things up so that X has to be on before you can turn Y on, relays work well for that. (The stock FI fuel pump circuit is an example; the ignition has to be on to enable the fuel pump to be on.)

--DD