Yes they will as long as you buy the correct set. I just fitted some to my car today.
There is no nead to remove the lights from the car and it will take just over an hour to do. The first light took 45 minutes. But i had the second down to 15 once i had sussed it. Its pretty easy to be honest.
Here is a link to the set i put in my car. Mine is a non projector E46.
http://cgi.ebay.co.uk/ws/eBayISAPI.dll?ViewItem&item=300439925327&ssPageName=STRK:MEWNX:IT
Quick guide.
1, Remove the colour coded panel bellow the light. (unclips, Start pulling it from the grill side and work your way out to the wing)
2, Remove the indicator (One phillips screw to be undone from the top then it just slides out)
3 Remove rubber gasket thing from top of the light glass. (just pulls off)
4, Unclip the plastic lugs that hold the lens to the light unit (all the way round the light) and pull it off pulling from the top down.
your light should be split now.
5, remove the black plastic seperator thing (again this just pulls out)
Now your at the lights you can fit your angel eyes. (no nead for me to explain as its obvious how they fit)
There is a rubber gasket at the back of the high beam (where you change your bulb), you need to put a small cut in this with a stanley to feed the wires through.
Thats it. Job done, re assemble in reverse and then go for a drive with your fancy new lights.
Be a bit carefull not to snap any clips while you do it. Once you have done the first the second will be easy.
Oh, and they look the muts nuts by the way. And no need to worry about light scattering as they sit infront of the reflectors and its impossible for the light to travel backwards and reflect off the mirrored surface.