Looking for a Lightning or HD grill and clear headlights for an 02 F150 Scab. Any idea where to find these?

 

Ebay for the replicas. In black or chrome

 

My personal favorite, these have an amazing high beam
http://m.ebay.com/itm/301091174010?nav=SEARCH

 

http://www.ebay.com/itm/291076880078

Do the Depo projector heads require any modifications (wiring, cutting to fit, etc...)?

 

Yes, to the header plate right behind the headlight. You need to make like a 2" half moon on the side more towards the center on the truck. Your can use a dremel to cut this. Very easy.
It comes with its own wiring harness. Very easy to figure out.