I just installed off-road lights on my rig. I looked at the fancy (expensive) lighting systems at the local 4wd stores -- decided that I liked the simple round KC lights better than any others. I bought some look-alike SS lights from JC Whitney, and replaced the 55w sealed-beam lamps with larger (250w) aircraft landing lights. If I didn't run on really remote roads with lots of deer/elk, I'd probably stick with ~150w lamps. But having 450,000 candles on each side of the bumper is sure nice.
The 250w lamps run hot, and need 20amps, so the wiring all had to be really heavy. I installed two 20a circuit breakers, and 2 30a relays, all fed with 12 gauge wire (one circuit for each lamp). If you chose to stick with lesser power lamps, you could probably run a single 12ga wire through a single relay and breaker.
I decided I didn't want a switch panel inside my cab, so I wired the relay to be switched from the foglight switch on the dash. When I replaced the factory bumper, the factory foglights went with it. I just grabbed the pair that went to the lights, and tapped them for the relay (damn switched ground -- pull the fuse before you cut off the connector).
In the JC Whitney catalog, they had a wiring kit, for their lights with the wires, switch, and relay -- with crimped connectors already attached. I'm sure that if you buy lights from a store, they'll offer a wiring kit (usually $10 for $3. 00 worth of NAPA parts). If you're not so good at electrical work, you're probably better off paying a shop to install the lights for you. It's pretty easy to F up wiring, and the result is smoke/fire in the engine compartment.
JC Whitney 55w lights: $30 each
GE landing lights: $30 each
NAPA relays, breakers, wire, wire loom: $30
total: about $150 for two complete lights
-jon-