The legality of aftermarket lighting has been hotly debated. Most of the time, it seems to be at the discretion of the officer at the scene, legal or illegal.
Quote from a STREET GLOW article on neon lighting and other aftermarket add on in the mid 90s
"State of State of Lighting Survey Conducted by SEMA on 3/1/1995
There have been many questions regarding the legality of (neon) products. Please be advised that many states have issued Summonses, under the statute of improper lighting, optional lighting, unapproved lighting, or improper use of lighting. However, these statutes are primarily focused on original vehicle lightning which must abide by certain rules and regulations set by AAMVA (American Association of Motor Vehicle Administrators) such as, ONLY red, white or amber are allowed on a vehicle and these lights must be no brighter than a specific brightness allowed by law, and the lights must be affixed at certain heights. Under these terms, if NEON is installed beneath your vehicle emitted just a glow and the bulb is not visible from front, rear or sides, regardless of color, IT IS 100% LEGAL!"
Of course - don't take this and make it a case to add neons or LEDs to your vehicle. The statement of "no brighter than a specific brightness" is quite broad and most aftermarket lighting manufacturer will not give you specific information on specific color and brightness of the lighting system.
Good site to follow up on this topic is http://www.semasan.com/ - the SEMA Action Network lobbing to keep your right to customize your vehicle.
As far as the wiring - most kit have the relays needed - you just have to wire them into the appropriate circuit.
Good Luck.