It's not too difficult. I did it on my '99 and getting ready to do it to my '05 in a couple of weeks. As for holes, depending on the lights, you'll need to drill two holes per light for the screws and one hole just big enough to feed two (or one depending on how they are grounded) wires though to daisy chain together beteeen the roof and headliner. The biggest thing I did was measure about 7 times, then measured a few more times to make sure they'd be in the right spot. Once you know where you want them, set the lights on top and then look at them from all angles to make sure they look right. It's one of those things you measure 10 times and drill once.
You get the lights from Ford and there is a wiring harness that attaches the lights to the plug located down by the passengers feet. It connects the lights to the trucks lighting system. Plug and Play. You will need a 3/4" hole saw to cut a hole for the connector that is a part of the light. There is no getting around this part. Go slow with the hole saw.
I did something a little different with my 99'. I bought the light set through Cabelas (about $45 - $50) and wired it all myself without a harness or connectors. I soldered all the joints and used heat-shrink over the solder. Part of the reason is I was being cheap and the other was that I liked the non-Ford brand D cab lights better for appearance.
Can you buy just the wiring harness? I'm getting an '02 F-250 in the next couple of weeks and I want to put cab lights on it. But I want to put the smoked l.e.d lights on it from Recon.
you can just buy the smoked lenses from recon.. then get lights and harness from ford.. i paided like 70 dollars for lights and harness from ford.. pretty freakin cheap for ford part