There are some really cheap HID's out there. Im not saying that they are no good, but make sure they have things such as UV Cut glass to protect headlight lenses etc. A quick search on the net will advise regarding HID's and the pro's and con's.
Ive never had any issues with mine that couldn't be solved with just a phone call to the retailer.
Alot of people I know with both VZ and VE's get them from a gentleman called Len from Ezihid.com. This is who I got mine from also. He also supplies the LED's which myself and alot of friends have put under our lights also.
For the VE's, have a look on Ezihid's website link below. He sells an all-in-one kit for the VE. This means no external ballast required to be messing up your engine bay. They connect straight onto the rear of the VE lights. You get everything required including hole cutter for the rear light plastic cover.
I would have gone the all in one kit for my VZ but there just isnt enough room between the radiator parts and the lights. The VE's have plenty of room.
Obviously there are cheaper kits out there, but being able to call and talk to someone (Ezihid has Phone Number), plus the backup service if something should happen to go wrong or be delivered damage, well this speaks for itself I believe.
HID seller link below;
EZIHID Shop Leading quality HID Xenon headlight conversion kits, sizes H1, H3,H4,H7, H11,H13 9004,9005,9006,9007, Aftermarket headlights Sydney Western Australia, Queensland qld
LED thread link below;
http://forums.justcommodores.com.au/general/137992-led-head-lights-2.html#post1593070
http://forums.justcommodores.com.au/general/137992-led-head-lights.html