Mikil,
There is a simple way to wire a relay that once it is energized, it switches power to itself (through it's own contacts) to keep it energized.
But relays use a fair amount of power, and it sounds like that is the issue for you.
Not that I have a solution for you :), but I'm surprised you didn't get one by now.
One thing I do is to use tilt switches (actually the politically incorrect mercury switch) for battery projects. Turn the box one way, it's on. The other, it's off. However, it doesn't help with your auto shutoff issue. I'll get back if I think of something. (PM someone?)