Well, in SinneD's absence I'll try and answer these since we did have the vehicles nose-to-nose during the upgrade.
First, let it be known that the kits we received from ECS did leave something to be desired. In order maintain a modicum of neatness, quite a bit of cutting and splicing was done. Most, if not all, of the splicing was done with soldered splices (no butt connectors) and sealed with shrink tube. I can remember using only 4 scotch-locks in total. 2 on each lamp, one of which was a connection to the leveling motors.
As for wire size, 14 ga seemed to be the norm. Do to the configuration of the ECS harness and our method of dressing the wiring for the passenger side light, a short length of 12 ga was also used.
For the connection to the fuse box, we used a short pig-tail with an in-line fuse. This pig-tail was spliced (again solder and shrink tube)to the ECS harness and was terminated with a crimped on ring connector.
OF note, we ran our wiring thru a small, well hidden grommet in the firewall. THis particular gromment is a b***h to get to on the TDi. Gassers don't have the same problem as they don't have a huge 'control system' in the way, impeding hands and vision. A fish-tape works well for feeding the wiring thru the dash, but reinstalling the gromment is a 'trying experience' and it is advisable to keep small children at a distance.
The relay was mounted to the metal portion of the radiator support, under the air intake cowl (2 plastic covers that screw to the radiator support on the driver's side, just behind the headlight unit and to the immediate left). As a precautionary measure, I siliconed the harness to relay connection to preclude any mositure entering same.
Couple of other notes. 1) In my case, all of my wiring from the firewall forward was enclosed in plastic wire loom. 2) Either in this forum or over on Vortex someone mentioned running the wiring thru the snorkel, under the air-box and up to the battery. This worked well and made for a tidy instalation. 3) And lastly, since the grommet in the firewall is such a PITA, take the opprotunity and run a couple extra wires thru for future use - MFA temp sensor or what have you. Coil/wrap them up and stow them in the snorkel. If you never need them - so be it. If however you do, you'll thank yourself later.
Dean