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They have a live and neutral in, and a live and neutral out. My bedside lights had 2-core cable so it was very easy, i just cut out the existing manual switch, and wired in the sonoff.
The tasmota flash is quite cool though, allows you to use the button as a standard on/off, and also shows the state change on home assistant. It can also be set to emulate a wemo switch or hue hub, so you can control with alexa, without linking alexa to home assistant.
Spent yesterday afternoon figuring out how to flash a sonoff basic with tasmota and integrating it into home assistant. I've wired them into my bedside lights, and configured them as lights in hone assistant. They now work seamlessly with my UI and alexa. That was easy.
Praying i don't arrive home to a pile of ashes where my house was due to poor wiring...