Hey bro, installing either LED or HID (assuming u get the ones made specifically for the VF) is piss easy. For the low beams you will need to go remove (not all the way) the wheel arch lining and go up from the wheel arch. For the high beams you don't need to do anything as it is accessible with the bonnet open.
As for stores in sydney (im from sydney myself) aside from autobarn and supercheap auto, i don't know any at the top of my head. I use these guys >
http://www.blingworkauto.com.au quiet a bit. They also have an ebay store if you prefer that. I've bought leds for parkers, plates, indicators, reverse and brake lights from them. A tad more expensive than a typical ebay fine but very good quality and quick shipping times. Have yet to have one fail even from my previous car 4 year ago (now my mum's car). They also sell JW stuff if you're into that. For my HID low beams i bought mine from
http://www.ae-international.com.au/...m-headlight-hid-conversion-kit-canbus-h7-35w/. Avaliable in the typically 6000k but I went for the 4300k because its not as "attention drawing" as its still a nice white light but has a very, i mean very slight yellow, more OEM looking in my eyes. I believe this seller
http://www.ebay.com.au/itm/Plug-and...837378?hash=item2589de4d82:g:4-8AAOSw4shX140O are the same guys but don't quote me on it.
PS: most the stuff I have are canbus ready so no need for external adapters/resistors. But the tail indicators needed a resistor to stop hyper flashing (where it blinks are a super fast rate)