1) changing the bulbs can be a challenge, but more of a 'total pain-in-the-arse' type of challenge than a 'difficult' type challenge. You might have to remove an airbox snorkel or other bits in the way, but nothing that can't be removed with the most basic spanner set and screwdrivers. Work slowly, use common sense, and don't force anything (lots of flimsy bits that can easily break) and you'll be fine.
2) to be truly road legal in UK, they have to have the ECE-compliance. If it is compliant it will have an 'E' mark (usually with a circle and sometimes a number) somewhere on them - you'll also see the markings on your outer headlight and taillight housings. That said, a lot of people in Europe do lighting mods on cars that aren't compliant, though they could possibly run into trouble if an accident occurs and someone's lawyer catches wind.
(3) The biggest question I'd have: do you ever get hassled by the police with your car and driving style the way it is now? LED headlights will be more whitish coloured, and if the police are already giving you grief, then the lights would probably make it even worse.
If they mostly leave you alone right now, then more whitish lights will probably do you no harm.
My other concern would be the 'colour temperature' of the light. The colour temp is not referring to the brightness, but rather the colour itself. A standard car halogen bulb is a yellowish-white at about 3200k, the HID/xenon bulbs in luxury cars are a warm white at about 4000-4200k. A colour temperature of 5000k looks cool white, and a colour temperature of 6000k looks blue. For good night vision, you don't want anything higher than 4500k really. The 6000k lights might look cool but it WILL severely dazzle the driver and oncoming motorists in the rain and fog. Ideally, 2700k (yellowish) to 4000k (warm white) colour temps are safest and easiest on the eyes.