Removing the front fascia is very easy. Just took mine off today. To answer your question, THE HEADLIGHTS DO NOT HAVE TO BE REMOVED. As far as a DIY goes check out the Stillen G3 DIY's. Hope this helps.
Edit: Here's a DIY:
DIY - Front Bumper Removal
Just a short description of removal: remove under engine splash shield, remove pop clips just under the front of the hood, remove bolts behind fender liner (1 on each side), gently pull outward on top edge of fascia starting on the outsides and working towards the center.
Hope this helps