Efficient self-consistent field (SCF) schemes including both scalar relativistic effects and spin-orbit (SO) interactions at Hartree-Fock (HF) and density functional (DFT) levels are presented. SO interactions require the extension of standard procedures to two-component formalisms. Efficiency is achieved by using effective core potentials (ECPs) and by employing the resolution-of-the-identity approximation for the Coulomb part (RI-J) in pure DFT calculations as well as also for the HF-exchange part (RI-JK) in the case of HF or hybrid-DFT treatments. The procedures were implemented in the program system TURBOMOLE; efficiency is demonstrated for comparably large systems, such as Pb54. Relevance of SO effects for electronic structure and stability is illustrated by treatments of small Pb and Po clusters with and without accounting for SO effects.