They are VERY easy to change - just twist the bulb socket out of the headlight housing, change bulb and screw socket back in.
I tried some (xenon/blue) D.O.T. approved bulbs off e-bay but returned to original bulbs. After the coolness of the blue light wore off the xenon/blue bulbs just didn't appear to be as bright, they had a blue tint/paint over the bulb wich obviously dimmed the brightness.