12 gauge wire would be overboard (but not bad), and 14 would be fine. i would personally run each 2 lights on one relay, and then run 1 switch to each pair of lights.
you can run each 2 lights together to a single ground. i wouldn't run the 4 together to one ground b/c you would need to up the wiring size, and there really is no point to have to purchase and use a lower gauge wiring just to run them together when the kit will provide what you need.
here is a decent wiring diagram that is simple enough to follow. i personally prefer to run the switch's power wire straight to the battery of course using a fuse.