The headlight assembly is held in place by two bolts that can be removed easily when the hood is opened. Once those are pulled up and out, the headlight assembly can be pulled out with a strong pull from a balljoint on the rear side. The ball is in a plastic fitting and held there by friction. Wear gloves and pull hard. After pulling out the first one, I found that the second one came more easily once I knew how it was held.
Then the headlight bulbs as well as the 1194 side lamps and 3057 / 3157 turn signal bulbs can be replaced - all for the price of the bulbs. It's a good idea to replace all the bulbs at once if you have not replaced any of them previously.
(I answered this on the previous question about headlight changes. The only difficult part was figuring out how the assembly was held in place on the back end since it is not covered in the driver manual and the Haynes Repair Manual has not been updated, even though it says it now covers through 2005 - it does NOT.)