First of all I would suggest that you go for quality projectors such as Morimoto. Please stay away from the poor quality replicas as pointed out by others.
I have morimoto mini h1s installed in my car since last year (bought from the man - KeiWorks12 himself) and have no complaints whatsoever.
As for the installation, its a simple process. (Please note that the instructions below are based on the installation/retrofit of morimoto mini h1 into the headlight only - for wiring I took my car to a trusted electrician)
1. Remove the headlight - and the headlight and parking light bulbs
2. Remove the headlight lens cover. This can be done in various ways:
(a) Using the oven: preheat to about 100 - 110 degrees C for and pop in the headlight for about 5 to 7 minutes. This should heat up the silicone seal. Then use a flathead screw driver to push the cover away from the housing. Try to be careful on the manner in which the headlight is held at this time - you don't want to get the silicone to drip inside.
(b) Using a hairdryer and cardboard box: some have tried this alternative to punch a hole into a cardboard box enough for a hairdryer to be inserted in one side. Leave the headlight in for about 10 to 15 minutes and it should work as a make-do oven to enable you to break the silicone seal. The other steps as above can be followed.
(c) Light repair guy: There are plenty of these guys around. Just take the headlight to one of them and have the lens removed for a few hundred bucks
3. The morimotos come with an entire range of nuts and washers to retrofit into an h4 housing (without any alteration). It sits cleanly and you just need to secure the projector with the nut. Make sure that the projector is straight (to get a clean and straight cut off - as you wont be able to adjust that later).
4. After securing the projector in place, install the shroud that comes with the projector and clean it off properly (you don't want any marks to show once the lens is resealed)
5. Reseal the lens cover using some additional silicone, if needed, (to ensure the cover is watertight). Let it rest for a couple of hours.
6. Reinstall the headlight to the car (at this time the wiring would be done - hopefully)
7. Before finalizing the installation, check the light through for height adjustment.
Enjoy!