Thanks! Yeah I did the '03-06 conversion.
Yeah the headlight swap is pretty easy. What you said, plus if you want to use halogen bulbs you'll need some H11 connectors (HID kits just plug into the 9006 plug upside down regardless of bulb type/size), if you want the turn signals to work you need to buy the signal/parking light harness ($30/side, '03 parking light will fit if you don't want the signal).
The grille on the other hand will not fit without shortening it (height-wise) unless you have an aftermarket bumper or cut into your stock bumper.
Yeah the '06 grille is easier to work with as far as making a satoshi. If you think you can build an '03 satoshi, you can definitely build an '06 (or '06 to fit '03)