Over in 190 SL land, there has been experience with upgrading headlights from the stock sealed beam candles to halogen H4s and having to deal with their additional wattage and load on the system. Two issues are at play, removing the high current load from the expensive original headlight switch and providing strong current to the headlights. I found that my 250 SL has Cibie halogen H4s and wanted to remove the load from the switch. The wiring harness is excellent so running power through the loom is not an issue for me.
So, here's the installation, no new holes and reversible. Relay is a simple 12V 30 amp normal open relay found at auto stores, Radio Shack or Ebay. 12g green wire for connections, 10g black for ground. All connections soldered and shrink wrapped. Connection to switched power wire at dimmer from headlight switch made with screw and nut through eyehole connectors and then shrink wrapped. Convenient access to the headlight switch directly was next to impossible so I took the switch power at the foot dimmer. Main power came from the top of the number 1 fuse, works even if the fuse blows from the map light or something else. Relay mounted piggy back to the flasher bracket. Ground on the fender mounted wire harness bracket. Worked out well. If someone wants more direct power to the headlights, then you need as direct as possible wiring from the battery to terminal 30 and again from terminal 87 to the headlight.
Warning: While the installation is not particularly difficult, it is an unpleasant area to work in (under the dash, on your back or side) and peeling back the black underlayment can be difficult depending on its condition. It needs to be glued back when finished.
John Lewenauer
1967 Early 250 SL Red/Caviar, Manual