When you get a relay go for one that has
a built in fuseholder piggy backed on to it, Hella definately do them, the
Relay will need to be 12V and capable of handling the current rating of the
fan, if not it will melt the contacts inside and if you're really unlucky it
will melt! The wires from the battery to the switch and from the relay to
the switch don't need to be too heavy, capable of carrying 3A, say 0.5mm
would do the job. The wire from the relay to the fan does need to be a bit
heavier though as it will be carrying about 25 to 30A (Check the value of
the fuse in your fuse box for your existing fan.) 1.75-2.0mm should do it.
On the top/side of the relay there will be a picture of the wiring for the relay, one side has a coil and the other a switch. Your dash switch needs to be connected to the coil, the other side of the dash switch needs to be connected to the battery supply, it's probably best to get an illuminating one. The other side of the coil on the relay will need to be earthed. On the switch side of the relay one end goes to the fuse which goes to the battery and the other side of the relay switch goes to the fan(Black and red wire). The Fan will also need to be earthed using the Brown wire.
Am sorry I couldn't post up the sketchy circuit diagram. Hope this helps!