Secondly, I am no mechanic (not even a little bit), but here is a guide to how I replaced my headlights without removing the bumper. (images nicked from Fluff's guide)
1. Remove the arch liner (pop out plastic bolts, and peel away from arch).
2. un-screw the 2 10mm bolts holding the back of the headlight on.
3. Un-bolt the 10mm bolt on top of the light, and take out all 4 black plastic pop screws.
4. Remove the centre screw from the grill, push out the clips at the bottom of the grill (push the clip down, and slide the bottom of the grill towards the radiator)
5. remove the grill (it should just pull away).
6. If you look from the grill space to the back of the light, there is a clip holding onto the light, insert a flat-edged screwdriver into the gap between the headlight and clip, and gently twist to 'pop' the light out of the clip.
7. The headlight should be free now, gently wiggle from side-to-side, try to take the indicator side out, then it should slide free from the bumper upright.