With the same wattage bulbs as are in there with the turn signals, you wouldn't need a relay, but you could add one if you really like the extra work. Now if you wanted to put high wattage bulbs in there, you would need to build your own housings because the factory ones are plastic.
I've thought about doing a little different mod, but I'm waiting until I get a new bumper because mine is damaged. I'm going to try and replace the sockets with ones that hold 2 fillament bulbs. I would run the 2nd fillament to a switch to use as running/fog lights and the other fillament would be used just as stock for turn signals.