You'll need to put relays in, by the time the current gets to the headlamp plugs it might be 10V if you're lucky...fine for old incandescent bulbs or even halogens, but Xenons require a full 12V plus to get the most output. I know some guys here have done relay installs, search around or somebody may chime in.
Yah you defintly need relays to power them and get full 12 volts to the lights , use heavier wire for less voltage drop as they suck more current.
Easy to do , use the old heallight connector to turn on the relay to supply power to lamps. you may need to upgrade the alternator. The relays are fairly cheap too, and handle 30 amps.