Fog lights draining battery?

I just installed fog lights and per the instructions, I ran the red/hot wire directly to the battery, rather than through the light relay/circuit. I keep them off when not in use, but will having them wired straight to the battery cause any drainage on the battery, even when they are off (with car off too)?

 

When I first followed the directions I ran it straight off the battery. I realized the light on the on/off switch would stay on which made me nervous. I suppose if yours stayed on too that little light could slowly drain it?

 

Thanks Chris, for the boost in my confidence. Since it's a toggle switch, I'm assuming it cuts off power thus, no drain. As far as the switch staying on, it's pretty secure in the on/off position, so I'm not too worried. I only wish the switch lit up when on, that way, when I'm getting out of my truck, I can see if it's accidentally left on. Oh well, I'll just have to be careful.

 

I would try to do what Chris stated, this way you know off is off.