I recall no issues per se when I replaced mine some years ago. A few things that have nothing to do with the new lamps will be the no-longer functional turn signal lamps under the bumper. You can leave them in, or unbolt them. I prefer to remove them so I don't have to worry about unused wiring dragging down the road.
The fog lights, if I recall, connect their plug into a socket in the headlamp housing.
The lenses can be replaced seperately from the rear of the housing/reflector for when you eventually get too many rock chips, sand pitting and general poor clarity to be efficient light-casters, but the lenses aren't cheap. I suggest getting a spare pair of lenses soon so that you can ensure you have spares should some road debri hop in front of the car and mash your expensive headlamps.
