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Nice job.You can pass on the fuses though. Switch mode supplies have their own output over current protection. If you're simply trying to limit current to whatever is hooked up to the supply, you could use something like an LM317 as an adjustable current limiter, and wouldn't have to keep replacing fuses. Those -12 and -5v rails will come in handy when dealing with op amps or any other analog circuit that has a signal that swings below 0v.
Best to use a transistor or MOSFET from the output pin and use that to drive the relay. These output pins can't provide much current.