Well I went to ratshack and picked up a 5v relay to try to control my first relay via the rPi, here are my parts.
275-0240 - 5v - SPDT Relay (http://htyp.org/275-0240_Radio_Shack_5-volt_relay)
an NPN transistor pack, (2N222A , 2N3904, 2N4401).
1k ohm, 1/4 watt, 5 % tolerance.
GPIO -> 1kohm -> Base of Resister
Transistor E -> Ground
Transistor C -> - coil
+ coil -> 5v
+ coil -> diode -> 5v
Well anyways, the transistors work to control LEDs that require 2-3ma (I measured ma, via the multimeter). Also the relay clicks on if I simply "ground" the pin that should be going to the collector. If I attempt to "switch" the relay via gpio I hear VERY faint clicks, but the relay does not do its thing. When I measured current draw of the transistor with the relay hooked up to it, (and switched on via GPIO, I read about 40~ma, If I read the current draw of the relay connected directly to ground (causing it to switch on) the draw is 84~mah.
Maybe some of the more keen engineers can tell me where I have gone wrong? Tests seem to tell me that my transistors are not big enough, but that means I am missing some understanding of how these transistors are related. Also, I tested to make sure the transistors were getting fully saturated, and they are getting .71V and giving it 3.3v does not change the brightness of the LED.
Thanks anyone who read through that, and bigger thanks to anyone who can help set me straight. I would really like to understand exactly why this transistor is failing me.