What are the outputs that are being fired? What voltages are you using?
Sure, it is common place to use relays that have their coils energized by the output of a PLC.
For example, you may need to fire a 120 VAC solenoid, but your PLC operates off of 24VDC. Or, you may be interfacing control signals between two systems... etc.
From a maintenance point of view, the less hardware involved in the circuit the better. I'd rather verify the LED and possibly test the voltage on an output, opposed to tracing the circuit, finding the relay, and then verifing that those contacts are pulling in too (especially when time is money, and downtime isn't an option).
Is the PLC application modular? Does it use cards? I would opt for relay output cards, or the proper voltage output cards. If you are switching high loads, then a relay or starter will be necessary.