I'm sure one of the other guy's will have a better explanation, but in simple terms you should use a relay when you don't want the switch carrying the high current in the circuit. Eg. Fuel pumps, starters, headlights. You don't have to use a relay in all cases but it is a safer method and avoids the use of "powerstation" sized switches. With a relay, you can switch high current load devices with tiny toggle switches as the relay takes the high current out of the switch circuit.
Your starcom and LEDs only draw a small current therefore a small, low current rated, switch is fine. Basically check the current draw and use an appropriate switch and/or relay as appropriate.
Regards,
Giles