Relays are not great in many cases. It takes a lot of power to drive relays. The Arduino modules have isolation built in so the power from the microcontroller isn't a big deal. However the relay is still connected to your battery and in most cases it will draw a lot of power to drive the coil. You really need a circuit like a simple power MOSFET on the microcontroller's I/O pin. This won't have the parasitic power loss of driving a magnetic coil in a relay.

There are special relays that only require setting and unsettling the relay without powering it constantly, but these require complications that are just not worth the hassle when the equivalent power MOSFET circuit will do the same thing but is much more simple. The only time it makes sense to use relays is when you need galvanic isolation between the switching and connecting circuit. If you are switching mains in a house and the arduino is powered from an isolated power supply, then yeah, use a relay because any silicon switch like a triac (kinda like a MOSFET for AC) is going to make your arduino circuit live at mains potential.