I ordered them off eBay from the USA but they were delivered direct from the far east (I was not charged any import duty). The cost was c£200 delivered and I paid £5 for silver indicator bulbs (also off eBay as unit came with orange bulbs). It took approx 2 weeks for delivery from placing the order. The units seem to all be build in the far east and you can get them from stockists in the UK if you don't want to wait long for delivery but costs seem to be a little higher (around £235).
The units seem very well made (nb indicator bulb is removed in this picture pending silver bulbs). There are 2 bulbs in the main beam part of the unit, one of which seams redundant on mine and I presume is a sidelight for those models without the sidelight fitted to the bumper
The rear showing wiring. The units are supposed to be direct connect to exising wiring apart from Halo's of which there are two on each unit, each having its own wires giving x2 red +ve and x2 black -ve wires on each unit. It is normal to patch these into the existing sidelights which I did. I did have a problem connecting the connection block for the automatic light adjustment (up/down) which I will detail later.
To remove the headlight units there are 4 securing screws. The top two are screwed into adjustable plastic "sockets" which can be screwed in /out of the bodywork to adjust the beams in conjunction with some adjustment which can be made directly on the units (for up/down and left/right). I used a spanner to keep these adjustable sockets in the original position whilst undoing the screws. Note I parked my car approx 1.5 metres from my garage doors and marked the middle of the sidelight and main beams to give me an idea of the correct height / left&right of the beam from the new lights.
Here is one of the top screws being undone
A socket extension is needed to remove the bottom screws through the access holes. Note the outside screw is the most difficult to access and required the old bluetack trick to hold the screws in the socket to replace back later (this was on an S50 ///M and access may be easier on other engine bays?)
The difficult outside lower screw (difficult to put back not get out)
and the much easier inside lower screw
Hear you can see the sockets for the screws to go, the top two being adjustable in/out
I used scotch locks to patch in the halo wires to the sidelight wiring (nb when the headlights are removed the sidelight wiring is easily accessible as it goes under the units to the corner of the front bumper.
Wires patched in. Note on BMW's the "live" wire is the one with a stripe, the colours can be very misleading and are different on each side so just connect the black -ve wire from the new units to the "solid" coloured wire and the red +ve wire to the wire with a stripe. Also remember that the sidelights are "live" without the ignition on so make sure the lights are turned off (easy to forget if you've been messing around with the lights beforehand)
Next is a matter of connecting the other wires to the original connectors. These were straightforward apart from the block for the auto height adjustment. The original block has a 3 pin female connector and the new headlight has a 2 pin male connector. The original block can be dismantled so that each of the 3 connectors is seperate but these will still push onto the new male pins (even though they look the correct size). I therefore decided to leave these at this stage and worry about the auto adjustment another day as I never use it anyway. Here are some picks if anyone has got the auto adjustment working any advice would be appreciated.
The two blocks, cars 3 pin female and new units 2 pin male
The cars 3 pin female block dismantled
With all of the wires connected (apart from the auto adjuster) it was time to test all lights working.
Note that I did this in pretty bright daylight and at first I did not think the halo's were working but they were, you just have to look really carefully to see them in bright light.
It was then a matter of installing the unit with the 4 screws. I replaced the hard to get at lower screws losely first to ensure the units was general aligned and then with the lights on adjusted the top screw sockets to get the centre of the beams aligned with the originals on the garage door. Note that the headlights are closer to the dipped beams on the new units but you can get both dead on for height and use the dipped beam to get the left/right. I had to adjust the left/right on the unit by 1 full turn to get the units spot on.
The other side was a lot easier to do once you know what you are doing.
Note I "masked" off the top of the bumper under the units to protect the paint as you do quite a bit of "resting" the unit on the bumper messing around behind it.
Here is a before shot
One new unit fitted
Lights on. Note that in the picture the old unit looks brighter but this is very misleading. In practice the new lights are much brighter and I couldn't believe the difference at night.
Both new units fitted
Sidelights on, this is misleading as the flash from the camera is reflecting from the dipped beam. In fact the halo's look superb at night. Also note I have LED sidelights fitted in the bumper which are much brighter than OEM.
Dipped Beams on
Full beam on
I really chuffed with these, they give the front a more updated agressive look and are much brighter at night.
I just have to figure out how to connect up the auto adjust
Also with the lights being on for so long I ran my battery flat
so in hindsight I should have run the engine 
but I think must have needed a recharge anyway as its not a daily drive and had been sat for 2 weeks on original battery.
still makes it more fun I suppose and hopefully will be clearer for others now 
)