for 550$ the switch and wires better be gold plated or something, that's ridiculous.
Can you wire lights without relays = yes, easily.
Is it the best way = not really.
As long as the switch, fuses, and wire are the right correct size for the amperage draw nothing bad will happen, no smoke, no burnt wires, no jeep self-immolation. Same goes for relays, but they give you much more options for switch (they only have to be rated to ~1amp to trigger the relay, not 30+amps to power the lights) and other options. Like say you only want the lights to work while the ignition is in run/acc, with a relay set up you can tap the switch off the acc circuit and power the lights through the relay strait off the battery. trying to do the same off the acc circuit with out a relay will work but running anything else (like a phone charger) can easily pop fuses, since it only supplies IIRC 15amps max and the lights will draw ~10-8amps per pair.
edit: 4 lights, missed that at first.
Either way wire from the battery to the lights should be 14ga minimum, 12ga or 10ga would give a good safety margin and possibly allow for 100w bulbs in the future. If using a relay the wiring for the switch and coil ground can be as small as 24ga, but the rest will need to be 14ga minimum. Wire gauge will also vary by length, look here for more info http://www.offroaders.com/tech/12-vo...gauge-amps.htm
The formula to figure out amp draw is: Watts = Amps x Volts
Assuming each light is 55w and there are four of them we get 220w total.
Engine running voltage (13.8vdc) gets us 15.942028985507246amps.
Engine off voltage (11.8vdc) gets us 18.64406779661017amps.