My interest lies in "how to change the assy", not where I can buy it the cheapest. By the way, I have read that the cheaper assys melt from the light's wattage and that it was advised to get the OEM part. I have found the OEM part for as low as $77 per side. Here is an example of a good replacement for an okay deal. It is curious why the non-msport ones are barely discounted ($8 less) but the msport ones are $70 cheaper than list.
http://www.rmeuropean.com/bmw-parts.aspx#Category