Right. I did promise that when I changed my bulbs I'd post a sort of how-to guide thingy.
I have changed my bulbs and have spent the best part of this morning doing so. I did one side at a time. The driver's side took 30 minutes for 3 bulbs and the passenger side took about 5 minutes for 3 bulbs. This is due mainly to the fact that I had no idea what I was doing to begin with, and there is an annoying black wiring tube thing in the way on the driver's side. I'd advise doing this side first because if you can do the main beam and drl on this side then you'll be able to do the rest easily.
You need:
-Some replacement bulbs. (I have changed dipped, mains and DRLs) The bulbs required can be found
here.
-Something to raise one side of the car slightly. A curb would suffice, but I opted for a few bits of kitchen cabinet because I didn't fancy sitting in the road. There's no need to jack the car, you just need to raise the car slightly on one side to allow easier access to the hatch in the wheelarch on the oppostie side of the car. Those of you with 16" wheels may not have to do this.

You also need:
-Small(ish) hands.
-Patience. Lots of it.
Okay, starting with the driver's side. I tried this with the wheel turned in and out. Turned in was easier. Just.
Remove the access panel in the front of the wheel arch and you should be greeted with this view.

Peer in further and you'll see the round circular rubber cover over the bulbs. Remove this.

Now the tricky part. This is not easy. Start with the main beam. Housed in the same lighting pod as the DRL. The main beam is at the bottom. To remove this you need to feel around for two springy metal clips holding the bulb in place. To unclip these, lift them from the bottom and out to the side. There is one on each side of the bulb. This is the hardest part, because after you've spent 4 years unclipping them you need to wriggle the bulb free, but by doing so, the clips spring back into place. Keep with it, and there should be enough wiring to bring the bulb into the wheelarch to change.
There is no way to actually see what you're doing. It's a case of feeling your way around until you think you've got it.
Replace the bulb and clip back into place with the metal springy things. The bulb can only go into the bulb housing one way, so take note of which way the one you removed was facing.
Next up the DRL. This is easier to remove as it simply requires twisting clockwise (when looking at the bulb from the front) about 90degrees if I remember correctly. It should then pull out into the wheelarch, making it easier to change.

Replace the bulb, and twist back into position. Check they're working, then replace the rubber cap and plastic panel in the wheelarch. Job done.
Access on the passenger side seemed much easier.
The dipped beams are simple really. Pop the hood and have a look for the rubber caps, they're the same as the others. Remove this and you should see the back end of the bulb quite easily.

These require you to squeeze a clip at the back of the bulb and then the bulb should be released. Replace the bulb. Pop back into place. They can be a bit fiddly to replace as the wiring is quite short, but they're easier than the main beams.
That's it really. Check they're all working and wait 'til it's dark and try them out.
Hope this helps

It is possible at the end of the day. I did it for god's sake.