Thought i'd update this thread rather than start a new post as it keeps all the HID stuff in the same place so it's easier for others to find.
I finally fit my HID-Direct kit today....only 5 months late. It was the 35W canbus one i went for in the end, 4300k temperature so OEM. The kit was easy to install, so i'm well happy with that. I have my ballasts in a similar place to QuattroJames; on the drivers side up near the air con pipes, and on the passenger side they're actually in a small empty box area next to the power steering reservoir (no idea what that box is for). Fired them up and no errors at all. Haven't done any long journeys, but about 20 mins driving around tonight and they're fine.
I was like a giddy child all day after I fit them waiting for the dark. I went out to test them this evening and I am loving them. I had drawn my beam pattern on a few wheelie bins and tried to recreate it once they were in, but I'm not convinced they're right so will pop down a local garage and get them properly aligned to make sure. I'll wait until my new main beam bulbs arrive and are fit first, which will be early next week hopefully. In the mean time i'm driving with them on the lowest setting to try avoid potentially dazzling everyone.
The light output is impressive though, i used to find myself often checking the headlight switch in built up areas as I couldn't see the beam pattern but there's no chance of that now
I've included a few links to videos I took of them. Both are pretty poo as I needed to get home, but the first shows the lamps warming up, and the second shows the beam pattern on the road better.
And finally a pic showing how yellow standard side lights look compared