05 XLT.
fog lights $42.99 on ebay. They said left and right but it's the same light for both sides.

My buddy has a car lift so we lifted the car and took off the wheels. you have to partially remove the outer wheel cover. 4 bolts on the bottom and side and a few screws on the outer edge. Once you get it loose enough to get your hand in there there is one connector to take off and then 4 bolts to unbolt it. The only slightly difficult part is reaching the top inside bolt but it's not too much of a hassle. When I put the new ones in I tightened that bolt first and then the other 3.
There is also an adjuster screw to adjust the lights so you might want to do that before you put it all together, but mine was on a lift so we couldn't really tell. Also I don't know that you can adjust them very much anyhow. I drove mine home and they were fine even though we didn't adjust them.

If you don't have a lift and don't want to jack up the car to take the tire off you can turn the wheels to give you access to the screws and bolts on the inner fender.

This is probably about a 20-30 minute job.

I have pictures also if you need a visual reference.

 

I am going to be replacing both sides this weekend. I saw they are very well covered- thanks for the info.

 

Just a heads up, to remove the screws in the inner wheel well, you have to unscrew them a bit and then you can pop them out. They don't screww all the way out. It's like a dry wall screw with the plastic sleeve. My buddy had a tool that looked like a forked flat head screw drive to pop them out, I'm sure a regular screw drive will work also, or two screw drivers on either side.

 

I actually went out about 30 minutes after I posted. Changed both sides out- complete lamp units not just the bulds- in about 30 minutes.
3 bolts on each side (under the truck) and the 2 plastic pop-in screws in each fender well. Turn the wheel to lock in the direction of the truck you are on to hold the plastic inner fender well and it's a snap.

Thanks for the input!