I'm still trying to figure out how I'm going to do my headlights.
I've changed the idea some what... It's now even more involved but if I can pull it off I think it would look killer.
Also waiting to see how the XStrips come out from TRS.
As for retrying... If you don't know how there are instructions on trs and hidplanet.
If you dont want to, or are missing the tools, time etc.... You can pay somebody to do it. I can help you find people if you want. Be prepared to pay for their time though.
I think all you need for the factory headlights is a harness... I think you can order the one from Mazda otherwise you can make one or have one made. Bixenon headlits are $700+usd each. At that point, might as well do a retro. You can get a quad for less than that.
I'm really glad you took the time to read up on the PnP / halogen issues.
I've really only posted a little bit as to why it's a bad idea.
Currently Hidillusionz is doing a group buy.
Discount on parts from TRS using their Morimoto line, and discount on the labor.
They did the retro on my last car, I can post a link for you about it if you like.
Give them a call.
http://hidillusionz.blogspot.com/2012/07/morimoto-hid-retrofit-group-buy-event_13.html