The rear tail lights are really easy, I swapped out the 2013 incandescent tails with the previous generation LED tails,mechanically all the screw locations and notches are the same,
it's not true plug and play though,electrically you have to splice in the connectors to match the tail lights your are installing. So if you are buying 2013 tail lights
you also have to get the matching connectors so you can splice into the wiring. Also, if you're going from 2010 to 2013 tail lights, you may not be able to light up the two red lights on the liftgate, the Mazda cost cutters took out those bulbs entirely, so you have may to run new wires, see here:
The front looks to be a very expensive endeavor, I did a one to one comparison for you and it looks like the
engine hood sheelmetal and the driver/passenger side panels with headlight cutouts on the sides looks different,
I may be wrong, you should double check the hood and side panels first before you buy anything.
see attached photo:
also as you mentioned, headlights have to change to match bumper, there's an extra chamfer in front tip of the 2013 headlights
or you can always change the whole look of the CX-9 with just a $10 spray can of plasti-dip,
a fellow forum member did a great job here:
http://www.mazdas247.com/forum/showthread.php?123841458-First-time-plasti-dip-on-cx9&highlight=plasti-dip
You can always peel off the plasti-dip if you mess up or trade in.