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I got fed up with myself, leaving the lights on when parked.
I use the headlights in daylight only occasionally - usually early morning hours or driving on roads that are alternately in deep shade and bright sun, so I was always forgetting to turn them off.
I wired all the relays (for everything, even the cooling fan) through another relay that's powered from the accessory contact on the ignition. That way, I can still use stuff when parked, but once the key is in my pocket, nothing can drain the battery.