I don't think there is even a basis for replacing relays. You are right about when these things go, your stuck, but that is the nature of electronics. Fuel pumps will give you a heads up, they will become noisy. Though a good way to prevent burning up fuel pumps (if they are in the fuel tank) is to not let your gas level get below 1/4. The gas helps cool the pump, hence less fuel, less cooling. As far as relays, you could buy a brand new one and it could fail inside of a week. Solid state electronics don't have parts that wear, so there is no way of knowing when they are going to fail. Your line of thinking is good, it's just impractical and expensive to start replacing elctronics just for the sake of preventitive maintance.
1994 MB E320 Coupe (199,500 mi)
1992 MB 190E 2.6 (173,000 mi)
1983 Porsche 911SC (148,000 mi)
2004 Volvo V70 2.5T (198,000 mi)
President of CT/Westchester Section