I fitted some CCFL angel eyes to my standard headlight units as I thought most of the aftermarket in-one units looks cheap and tacky (the ones with the chrome insides). Went without a hitch apart from one of the rings was faulty when I recieved it.
Replacing the rings isn't too difficult. You need some silicone sealant. Take the healight out of the car. Take the front glass section off the light unit. You should be able to see the two round glass lenses on the rear held in with silicone sealant. Cut away the silicone sealant so that you can remove the round lens (which ever one has the dead ring). Pull off the dead ring. Stick on new ring (using 3m adhesive pads). Carefully thread through wire & connetors so that they are accessible from the rear if the light unit when finished (and so they don't dangle down infront of the light). replace lense and apply silicone sealant to hold in place. Allow to dry.
Put healight back together and refit into your car. Connect up the inverter to the sidelight connector (or however you want them connected) and you're done. Got mine from ebay for £50ish??
I've got mine wired up so all 4 rings come on instead of the sidelights. I have been told that they are road legal and I have an MOT next week so I will find out! I've also got them wired to the footwell lights so that they illuminate when I remotely unlock the car, (quite a nice mod I think).