The Retrofit Source should have everything you need. You can find the projectors and ballasts elsewhere for less money. For example, I got e46 projectors from Ebay, my whole ballast/bixenon relay harness set came from Mod Express (was part of a HID installation), bulbs and D2S ballast adapters came from The Retrofit Source. All the hardware I used to do the retro came from a hardware store, including angle brackets, screws, washers, nuts, etc.
It might help to do a bit of reading/searching on these forums, as there's lots of good info on how to do a good retrofit. Also check The Retrofit Source's forums as they are also a great tool for success.