For the past couple of weeks, my '98 Golf has had some issues as
follows, and it seems to be getting worse.

The headlights go off as well as a number of other dash electrics,
including wipers, blower fan, A/C.  Thus far I haven't correlated this
with anything else going on, but I did wonder whether this could be
something in the steering colum, or under the dash in the vicinity of
the relay panel.  I believe I hear something that clicks under the
dash when this happens, so I'm going to start by making sure all the
fuses and relays are fully seated.

What else should I be checking?  I know that I've read lots of things
in the past about A3 cars being plagued with electrical issues when
they were new, but I haven't found anything that gives me a clue right
now.