Here's some information that might be helpful for someone that's not too mechanically-inclined (like me):

Make sure the engine isn't hot.

The bolts that you have to deal with are 8mm and 10mm. The tools I recommend are the 8mm socket & rachet and the 10mm combination wrench. The only thing you have to remove to get to the bolts below is the plastic intake tube. Don't forget to but the tube back in.

I recommend removing the wiring harness to make it easier to install the bulbs away from the car. However, it is possible to put the bulbs in with the wiring harness still connected to the headlight cluster. If you do it this way, be conscious of the paint on your front bumper and maybe have a towel handy to cover and protect it. I used plier in turning the standing/parking light harness to remove it.

The access panel for the foglights can be accessed without removing your wheel. Just turn the wheel all the way to one side. The cover pops off and is easily replaced. This is also how you get any bolts that you drop when you're working on your headlight.

There's another access panel in the trunk to get to the rear taillights.

When you're done, make sure that you check the headlights at night to make sure they are even and not too high/low.

To re-iterate goat's list, here's a list of everything you might want to get to accomplish a "complete" look where everything matches:

(2) Silverstar H7ST Twin Pack (High and low beams)
(1) Silverstar 9006ST Twin Pack (Fog lights)
(2) Silverstar 7507AST Twin Pack (Front and rear turn signals)
(1) Philips Blue Vision W5W (Parking/standing lights)

Helpful Sites:
Silverstar: http://www.sylvania.com
Philips Blue Vision: http://www.powerbulbs.com or http://www.ambulbs.com