I am looking to hook up 4 different gauges and possible 2 under the dash neon lights, I would like the lights to come on with the ignition on, but do not want to tap directly into the wire. I know I could use a relay which the source power would be given from a larger wire directly from the battery, but as far as the output from the relay can I hook all of my accessories up to the one relay?

4 gauges and 2 small neons should be fine on the 1 relay
You could also just pul the power from the fuse panel

That what i did for my gauge backlights and volt gauge. Just attached the positive wires to my cig lighter fuse and it all runs fine. Probably not the best way to do it, but it works for now until i blow my fuse. Doing alright and holding power though.