I use my cig lighter for a couple of cell phone adapters. I picked up the Garmin data/power cable, and wired it directly into the fuse block to a constant on circuit. And then I also don't have the cable dangling down over the radio.
Edit: not sure about the relay, as I've never considered that option.
No relay, it's powered by a fused circuit that is switched by the ignition switch. It's a simple push-on connector to the lighter socket, though, so it would be very simple to run a new wire and fuse directly off the battery and splice it in close to the socket.