Get a logic level n-channel MOSFET that is rated for your relay's voltage and current requirements, and an external DC power supply that's able to put out enough current to drive the relay. Feed the power supply into the relay coil. Connect the ground of the coil to the drain of the MOSFET. Connect the source of the MOSFET to ground. Connect the MOSFET gate to your Arduino control pin.
You might be able to find a relay that will run on 5V at low enough current that you can drive it with a MOSFET and the 5V out from your Arduino, but make sure you don't exceed the total current limit of your Arduino's regulator.
Make sure you put a flyback protection diode in parallel with your relay coil, pointing to block the normal flow of current through the coil, so you don't fry your transistor.
Alternatively you can buy solid state relays that can switch large AC loads using logic level signals, but they're expensive.