Hi,
I'd say use 12 AWG wire, 10 AWG can also be used but is overkill. Note that this large size wire only needs to be used on the switching side of the relay (i.e. pins 30 & 87 or 87a on any standard automotive relay).
The coil side of the relay (pins 85 & 86) carry just a small amount of current so any wire size 20 AWG and up is fine to use. 18 AWG is probably best.
-Nick

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