Hey
I installed these in my own Gen 4 sedan. I went for
these RGB 100mm LEDs from Morimoto, which you can get from
http://www.theretrofitsource.com.
They suggest using light gague metal wire, which my mum luckily had sitting around in her jewelery set.
First remove your grille. 4 tags and pull forwards (hard, it clips into the bumper). Then, remove your bumper. Couple of plastic clips inside the front wheel arches and I think a bolt either side (can't remember 100%), and a couple of plastic clips underneath (pretty sure it's 5). Gently pull forwards and unclip both fogs (if you have them).
Next, remove the headlight lume plugs. The headlights should have 2 or 3 bolts on a metal frame, which should remove as a part of the headlight assembly. Once the headlight is off, remove the metal frame. Once you've got the headlight out, there's some screws on the back which hold the lens on. Remove those screws and you'll need to heat the outline of the lens as it's glued in. I ended up placing mine infront of a gas heater as I don't have a heat gun. I then used 2 flat heads to open it up.
You'll want to wear gloves for working inside the headlight so you don't get skin oils on the painted chrome of the headlight. I made this mistake and could never clean the chrome back to perfect. After a few days, the finger prints became a little more obvious.
The rest is pretty self explainatory. I opted to remove the front lens from the parking lights and created a hole large enough to fit my LED plug through, and a hole underneath large enough for the cable when the park light lens went back on. Double check the hole for the cable is underneath, it looks way better than on top. I made the mistake of not double checking on my second one, passenger's side, and it looks horrible.
Re-assemble, I'm sure you'll be able to wire it all up.
Good luck... post a picture of your results!