Steve,
I have had the same problem with my 2001. I ended up removing the right headlight assembly twice and still had water 1/2 inch deep in the assembly. I ended up blowing a bulb due to the water that kept coming back. Until I can get around to buying a new assembly, I drilled two holes in the bottom and don't have the water issue any more.
Anyway... to answer you question. Some have recommended pulling off the black plastic strip on the top of the bumper so the top of the strip is not scratched. I decided a few scratches would not bother me so I pulled the headlight assembly including the plastic assembly holding the headlight as one piece. The first time I did this, I did not notice to small indentations in the black bumper cover. The inboard indentation is about 1 inch wide and 1/2 inch deep. The outboard indent is 1/2 inch long and 1/2 inch deep. The first time I had to maneuver the entire assembly at about a 45 degree angle and twisted up and to the left (for the right headlight). I did end up scratching the black plastic. The second time I maneuvered the assembly so the bottom alignment screw that holds the headlight assembly aligned with the inboard indent and another screw aligned with the outboard assembly. Once I did this, the whole assembly came out fairly easily.
Please note, I did not remove the headlight assembly from its holding fixture as I could not get to the clip on the top of the assembly. If I could have then it would have been no problem because the hangup was the front of the headlight scraping up against the black plastic bumper cover.
Hope this helps.
Lyndon