Definitely. You're allowed to have up to 4 RP and I'd probably try to make sure you have that many. There probably aren't many good closers left to be had, but remember that Holds get points too, so a good set up type reliever is just about as valuable. Having those relievers is a good thing, as long as you find good quality relievers, because they'll have an opportunity to pitch just about every day. As we've said about starters, you can have up to 10 starts per week, so while you're probably not going to be able to get to 10 starts most week, you'll want to get around 6 - 8 or so. Right now I have 4 RP and 6 SP on my team.
As far as position players goes, I basically have a starter for each position, and I try to find guys who are 1B/3B eligible and 2B/SS eligible so that I can plug them in without using too many bench spots. They aren't always the best bat available there, but it does give you a lot more offensive flexibility. I'm just sharing what I do though, because everyone has their own system, so I'm sure you'll get differing opinions from others.