It's always nice to do things all at once. If your going to non sealed beams, just the regular halegon bulbs (like H4s), you need to change the connecters, as the ones for sealed beams wont work with regular halegons(I believe), so you may as well do it all at once, the connectors to the wires. You may after a while want to change to higher wattage bulbs, and in that case you'll be happy you upgraded.
Heres a page you could use from go jeep. Might save you some money, instead of buiying a whole setup from a company.
http://go.jeep-xj.info/HowtoHeadlightLoom.htm
Here another page from 4x4 wire, complete with pictures.
http://www.4x4wire.com/jeep/tech/electrical/ipf_h4_01/