I feel you this BlackAck. I put some cheaper ones in mine a while back and had a ton issues. The driver side wouldn't always turn on with the first flick of the switch, so if I was riding around in the daytime during the rain or something, I never knew whether both of my lights were on or not. Then eventually they blew my fuse. I'm pretty sure a relay would have helped with these issues.
I ended up so frustrated with these things that I just went back to regular halogens. Haven't had any issues since. I'm not opposed to going HID's in the future, but I'm gonna make sure to spend the money and get a good kit with relays.