the wiring for them should be part of your loom already (or mine was anyhow)
so all u need are new stalks (the stalky things behind the steering wheel for turning them on) and the lamps themselves. i got both at my local scrappy for 45 euro.
the stalks are handy enough, not sure if you have to remove the wheel or not, but mine was off anyway as i was changing it too. the pre-existing wires will work fine.
the only daunting bit is cutting your bumper out to put the lamps in, so i chickened out and am going to take the bumer off to do it the next time i have the enthusiasm. (this only applies to 03-06 models)
but if you have a 2006 on model i asume you just pop out the blanks