If you want a new lens for your headlight, you have to buy a new headlight. What you can do is go to autozone, They have a nice kit that I used made by turtle wax that has all the sand paper and chemicals to restore headlights. Follow the instructions and use a high speed buffer with the lens restorer. Works great.

About the angel eyes, You can buy ccfls from ebay
eBay Motors: 99 00 01 02 03 BMW X5 E53 7000K CCFL HALO HEADLIGHTS (item 160329177586 end time Apr-22-09 15:04:11 PDT)

Other people may know something better.