Fitting Xenon's isn't very tricky. Does require some new parts apart from the headlights themselves, and to be completely road legal yes you do need headlight washers and auto levelling.
I worked in a council run MOT station, and all they are able to check is the headlight washers, so personally I wouldn't bother with auto levelling retrofit (although it is possible, Kufatec sell a kit).
If you do fit the xenon headlights, you need an adaptor cable (about £40 from eBay or Kufatec), and you need to run a wire to a control box in the car. I did this on an A4 and it was really easy.
Apart from that, the headlight washer retrofit is very straight forward. Yes, the larger washer bottle is advisable, as you will use more fluid every time you go to wash the windscreen, so if you stick with the smaller bottle you will have to fill it up more often. You can use the standard washer bottle, and add in the additional pump for the headlight washers, there is space for it.
The actual washer jets are not electrically controlled, they are purely forced open with the power of the water.
Wiring for the second pump, you just need to tap in to the + and - of the 1st pump, and run them to the second. Very easy, any good mechanic or auto electrician will be able to do this for you.
Oh and of course you need a bumper with the headlight washer holes, caps and brackets. eBay is your friend here.
I was going to be retrofitting this to my car, but I decided to go for a xenon equipped car instead. I purchased all the parts before changing my mind about the car I was going to buy. If you do wish to fit it, I have the larger washer bottle, additional pump with wiring, washer jets and piping for sale. I've included the ETKA diagram below, every part there I have (apart from 5 and 11, only cost about £12 all in from Audi). Message me if your interested.