E70 Xenon Retrofit
 

I would like to change my standard halogen headlamps for xenon. Do I need to change wiring or plugs, or are the connections the same ?

Not sure if the connectors are the same, but the pinouts will certainly be different. North American spec E70s never came with halogens. The footwell modules (FRM) may also be different, and at the least will require coding

To much work to retrofit and expensive just buy yourself a good hid set

...or go adaptive LED

What's adaptive led ?

Read here:
New BMW LED Headlights on older E71 or E70 - retrofit fitment - Bimmerfest - BMW Forums

But it will cost you an arm and leg, maybe a kidney as well.

I think it would be a matter of picking up a complete set of headlights with bulbs and ballasts, as well as DRL controller and adaptive module. You can probably score a set on Ebay for about $800. Figure out the pin outs from WDS, swap the pins on the wiring harness. Swap the headlights and code the FRM (if you don't need to swap the FRM).
It took me about 5 hours to swap the headlights, considering I had never done it before.