Relight as needed. A lot of people place all the emphasis on tamping and packing, stating proper technique for both will reduce the need to relight. That's true, but it ignores what I believe to be the most important factor that is within one's control (as opposed to those things that are not within one's control, such as the climate or the tobacco itself): the false/charring light.
Provided I am able, I always use a sulphur-free match to do a thorough false light, making sure the tobacco is being burned evenly as possible. I let my pipe stand for about a minute, then proceed to do the same again. After that, relights can be done with anything (I prefer my Zippo), since I very rarely need the flame to actually touch the tobacco from that point. And, if I did things right with the false light and things are tamped and packed just right, the relights are then fewer in number and easier to achieve when necessary.
But if you start off with a crappy false light, then it impacts the entire smoke. The same can be said of packing. Tamping is important, but not hard; just occasionally use the weight of the tamper to lightly press down on the ashes. That's it. Kinda hard to mess that one up. But the false light and packing take practice.
Of course, like Cosmic said, if you keep a constant clench, then relights should be few and far between. I'm a wet smoker, so I'm a loser
But we all do what we can to get by.