I just did this last week. Took all of about 20 minutes. Each light has 4 bolts to put it in the car. Very easy replacement. I didn't go with the 2002 AEs, I just couldn't bring myself to spend the $1400.
For 300-400, you can get OE Xenon's that look fine. You will get a "check lowbeams" error without the resistor pack, regardless which ones you get.
Check bmwtips.com for directions and alignment steps.
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