Most kits include everything you need to convert, and they come with the bulbs. A very good kit costs about over 250, a decent kit for the P5 can be found around 100-140$. You need the H7 bulbs for the P5 lowbeams. You will also have to choose color temperature. From low to high temp, you get yellow, pure white, bluish white, blue, purple.
Note that in the US these aftermarket kits are mostly illegal because our reflectors aren't made for HIDs.
Search the forums, there are ALOT of threads about HIDs with tons and tons of info.