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Consensus protocols in coordinated multi-agent systems are distributed algorithms. Just using local information available to each single agent, all agents converge to an identical consensus state and the convergence speed is determined by the algebraic connectivity of the communication network. In order to achieve a faster consensus seeking, we propose multi-hop relay protocols based on the current ``nearest neighbor rules'' consensus protocols. By employing multiple-hop paths in the network, more information is passed around and each agent enlarges its "available" neighborhood. We demonstrate that these relay protocols can increase the algebraic connectivity without physically adding or changing any communication links. Moreover, time delay sensitivity of relay protocols are discussed in detail. We point out that a trade off exists between convergence performance and time delay robustness. Simulation results are also provided to verify the efficiency of relay protocols.