Most relays are rated for continuous use. Note that solenoids on the other hand are usually
only rated for intermittent use.
As always the datasheet for the actual device you have is the definitive source of information.
Relays generate heat so if using them in a small sealed enclosure you may need to worry about
temperature rise.
You can get latching relays that only need a pulse to change state, which can save power for
a battery powered device. They come in two varieties, the simplest to use have two windings
one to switch on and one to switch off. Some need an H-bridge to drive them as
there is only one winding and you have to be able to reverse the current.