Technically you shouldn't be putting the fused power source to 87 because then you are a bit backwards on the normal relay flow. Not that it'll have any effect on the relay...but it'll make you question why all other relays you look at are the opposite way.
85 and 86 are a ground and power to trigger the relay. Typically the ground is the better one to toggle. That way if you route the trigger through the firewall and it gets grounded anywhere your item comes on adn you can trace down the grounding issue. I like to use a fused igntion on source for the other side. This means that even if your item comes on, it'll go off with the ignition. This may not be ideal for headlights though.
30 is usually the power feed that you are relaying to the item you want to supply with power. (or ground if you are switching something)
87 is usually fed from 30. The reason behind feeding 87 is that if you have a 5 pin relay 87A is fed in the non actuated relay position. So if you have two states you'd like to work with..you can. When the relay is at rest 30 and 87a are connected. When the relay is actuated 30 and 87 are connected. In a 4 pin relay, there is no 87A pin.
I find that www.the12volt.com has tons of great info and explanations etc of how electronics work and why we'd want to use them.
