Most AUTOMOTIVE relays are already weather sealed but you can 'belt and suspenders' seal it as you see fit. Unlike standard grade relays, automotive relays are weather sealed but more importantly, they are constructed so that vibration and shock will not cause the contacts to bounce and intermittently open.
I would recommend using a diode on any relay that is switched by a wire that goes directly to the ECU. I would also recommend using a diode on all relays that share a common +12 volt line with radio or entertainment units.
Use any Radio Shack diode between 1N4001 and 1N4005, these diodes are quite robust and should never create or cause a problem. Install the diode with the band end on the +12 volt wire and the other end going to ground.
Using a diode on any circuit connected to sensitive electronics is a layer of protection that is cheap and easy. In automotive/motorcycle applications you can usually get away without a diode, but these days with ECUs, ABS ECUs and other sensitive electronics it sure can’t hurt to improve protection.
I usually don't reply to these because ion always fills in the gaps... He did, but there are a couple of nooks and crannies I might spackle and sand...
Relays are solenoids, and solenoids are coils, and coils are inductors. When a relay is powered, it stores a potential energy in it (which it takes from the power source in the form of an increased inrush current). When the power source is removed, that stored energy has to go somewhere, and on its own will induce a reverse current into the power supply. In a power switch application, like that of say, the horn switch, that energy cannot be dumped back to the switch because it is open, and so it dissipates back into the coils resistance (which results in heat, but not much). On the other hand, when a solid state switch, such as a transistor switches power to the relay, the released energy will try to flow backwards across the transistor, which could overload (read: fry) it. That is why ion says to use a diode on signals from the ECU - they are solid state switches. The diode forces the current back into the coil.
So, while it would never hurt to put a diode on everything, you only really need it on those which are powered by a solid state switch. A toggle switch, pushbutton, or ignition switch don't qualify, but the ECU certainly does.
Sorry if that's more than you care to know!
-BD