At least when I was running them, PIAA made a good light and they were pretty easy to install for a beginner because they came with pre-assembled wiring harnesses, which few other companies included.
The other thread mentioned some good stuff, but here's just a few electrical pointers for installing your first time:
Getting wires through the firewall for your switch will be one of the hardest parts, depending on yoru year and make. Some include rubber grommets and you can just poke a hole in and run your wires through there, but not all. I've had to drill through the firewall several times - make sure you drill big enough to put in a grommet so your wires don't rub on the metal!
Lights should be grounded as close to the light as reasonable. If you aren't sure what a ground is or where to find one, it is typically anything metal that makes metal contact with the frame, or the frame itself. Again, to make a good ground, I've drilled into my frame several times.
You will have a relay that should be included with the lights you buy, otherwise you'll need to buy one. The relay is what tells the power to go through to the lights or not. Thought the switch did that? not really, the switch only has a few watts of "signalling" power and all it does it tell the relay to open or close and allow electricity through or not. Some cheap kits may not come with a relay and rely on the switch to act as the open or close, don't do this! Any lights over about 20-30 watts really need a relay or you'll ruin a switch and possibly catch your vehicle on fire. If you use a lit switch (one that lights up when lights are on, etc.) that will need to be grounded near the switch as well.
If you do any wiring connections in the engine compartment, along the frame, under the vehicle, etc. do everything you can to keep them weather resistant. Generally a little electrical tape will work but a lot of other people have found better luck using shrink tubing (tubing you put around the connections and then heat with a hair dryer or blow torch etc. to make them "shrink" and form a good seal. This will save you lots of troubleshooting efforts later, especially if you live in a high rust state.
You'll typically run power to the lights, and most people run it straight form the battery. If you only have one or two sets, thats usually the easiest way to go. If you find you have to extend the wiring, using at least the same if not thicker wiring than what was provided ot you since it now has to travel further to provide the same amount of power.
Most switches will ahve a "hot wire" that runs tos ome electrical source in your vehicle. This is the wire that tells the switch it can be used or not, if that source of power isn't receiving any juice, the switch can't activate the relay, and your lights won't work. Some have run this wire to the cigarette lighter, etc... I have personally always ran mine to the stereo fuse... you'll only be drawing a few watts so it shouldn't burden the stereo circuit, and if the stereo can't work (i.e. if the vehicle is turned off) then your lights won't work. This will keep your lights from accidentally being turned on or left on and draining your battery.
If you start to get into multiple sets of lights, like some on the roof, some on the front, maybe some reverse lights, ec. thats when the wiring really starts to get fun because you can start using fuse blocks and so forth instead of just tapping into the battery and various wires...
