Headlights themselves aren't fused for this reason, are they? Factory OEM? A resetting circuit breaker is incorporated into the headlight switch itself. They can get wonky or intermittent due to age and high resistance, but they won't leave you searching for spare fuses, in the dark. If the resistance goes up, the current might go down, but the heat goes up, doesn't it? That's what resistors do, they get hot. Where did the current go? Halogen lamps draw more current than tungsten, but if you pencil it out it is well within normal specs for the wiring. If headlight switches are smoking or the breaker is tripping there are other problems. Like .. high resistance! I run a 12 volt generator and script halogens and the headlights work well even without relays.