I would say the vast majority of the time AUX switches are used for lights. But air compressors, in-vehicle refrigerator/freezers, radios, winches, etc. are all common. Personally I intend on using two of them for lights, one for an air compressor, and a forth for a winch someday in the distant future. No plans for the other two currently.
For the lower power draw components (most lights), the AUX switches lines usually directly power them. For the higher power draw components (winch, air compressor, etc.), the switches don't directly power those components, instead they turn on/off relays which in turn will send power from the battery the component.
2022 4dr Badlands, 2.3L Manual, Mid pkg
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