I agre with Turbokeu.
And so I leave my box running 24/7 only shutting down to swap hardware etc... I think the heat cycle on the pump is the big killer, I see it the same as race engines, it's not so much the big power high R's that kill em it's the heat cycles when they are up to temp then shut down, parts are made to run at a certain temp and things tend to swell when hot.
The relay I agree also, the relay should long outlive the pump and probably everything else in your box.
I agree with bladerunner on the relay. I like a relay only because my memory sucks
If you happen to get in a big rippin' hurry, all excited about that new pump, block, etc... you just installed, then forget to plug in the pump
Just a good failsafe having a relay. They are so easy to install I see not installing one as a bit lazy, spend all that money on the best water cooling stuff only to skimp on something as simple as a relay. Doesn't make sense to me, IMHO.