1) Disconnect the battery since the switch is always hot.
2) Reconsider why you want to remove the switch, since there's not much space to do any rewiring under the dash.
3) The switch is upstream of the fuses, so it goes: battery - switch - fusebox - lights; or possibly battery - switch - fusebox - switch - fusebox - lights when you're dealing with the fogs.

If you want to install relays for higher power bulbs, I'd recommend leaving the factory wiring more/less intact up to about the headlight. Install a heavy gauge wire from the battery to a switched, fused, relay. Use the factory headlight wire(s) to close/open the relay. Using Hella pin outs: 30 connects to the battery via a new heavy gauge wire, 87 to the new headlight, 86 to the old headlight wire and 85 to ground.

When I swapped US-spec sealed beams for euro-H4's in another car, I basically followed the guidance from the Hella catalog. Hopefully this link works:

http://www.rallylights.com/hella/Relays.aspx

Since each filament (left high, left low, right high, right low) was fused and I had a headlight out warning sensor I went with a 4 relay set up. It's a bit more wiring but also easier to undo and easier to troubleshoot.