I would agree with staz, you need to use the search function as all this info is on the site, laziness on your part I'm afraid.
forget retro aftermarket cause screws the wiper motor & thats £2-300 bill straight away.
1. Depends on the xenons you buy, single vision shouldnt need anything as they use same 10pin connector as halogens, some coding needed in 09, bixenon needs a convertor loom & connecting to the main board J519 which is what 09 coding controls, plus coding, problem is if you have an old below 23 byte board you wont get full drl functionality & flashing with the headlights (not you should anyway) will not work properly either, so you need a 23byte board or above, which I have a N board which is latest 30 byte for sale, bixenon adaptives are different also where they need further wiring & module changes for the left/right operation, all these lights need the auto levelling system & headlight washers by law, but you can choose to not do, but mot rules will soon add this to the test.
2. Other cost is really down to where you get & what lights you need, again I state do some reading as we all do so you can learn & gain the knowledge, looms for bixenon are about £50, modules are between £60-£140 for xenon levelling & adaptive operations, vcds is around £230-£280, levelling sensors are few hundred.
3. Coding with VCDS or goto dealer who will charge the earth.
Use the search function as I've explained this many times.