Ive got a 96 S10 The headlight are going off on it . I hear a clicking noise on the fire wall and they go out then they come back on. Is this a relay problem.

Sounds like a relay problem. Could be loose/corroded conections too.

I have a '97 S10 and just had this same thing happen to me a few months ago. Thought it was a relay, but ended up being the entire switch that turns your headlights on and off.
http://www.autozone.com/images/products/wl2/wl2sw955003.jpg