Hi. So I notice the Arduino T010010 relay module has a couple other components other than just the relay. Can anyone explain why these are needed? I've got my circuit running with a radio shack relay straight wired into an output terminal of the Arduino, and everything seems fine. Am I missing something? Are there extra components needed to run a relay reliably?
Most relays require more than 30 mA or more then 5V. If your relay fits under those limits you can run it directly from an Arduino pin (although you might want a diode to protect the Arduino pin from back-EMF). For relays that need more current or voltage you need a transistor to handle the power.
"Module Description: this module features an 250v 10A mounted on a 2 module TinkerKit board, one standard TinkerKit 3pin connector, one transistor, a green LED that signals that the module is correctly powered and an yellow LED that indicates when the relay is active."
The relay in the picture (OMRON G5LE-14 5VDC) has a coil that needs 79.4 mA. That's why it needs a transistor.
If your relay exceeds the 40 mA absolute maximum rating of the Arduino pin you run the risk of damaging your Arduino.