I will be driving for about 5 minutes or so and the lights will start to flicker from high beam to low beam;. Every once in a while they will shut off completly. Also when I am driving I hear a weird clicking or thump coming from the glove compartment where the relays are.

 

What are you driving? Might want to either create a garage (link in the menu bar above) or put it in your signature and attach your signature to your posts.