I went for passive heatsinks on mine, however obviously much lower wattage than the commercial units, plus I have quite a lot of room in the Isetta teardrop headlight housings for the larger area
Many installations can be quite tight, so an active heatsink is sometimes desirable.
Power supplies are relatively straightforward for LED's. If you have to drop a lot of voltage at high current then switch mode supplies are best, and cheap on ebay. For lower current linear regulators are inexpensive and rugged. Most of the LED units have current limiting built into them, so just plug and play.
The efi will all be pretty much bolt on, so the car can be put back to standard easily and quickly. The areas where a bit of modification is necessary, is increased wiring for the sensors, plus a bung has to be welded into the exhaust manifold for the lambda sensor. The sensor wiring can be run as an independent loom.
I like to drive cars once they're roadworthy, so sitting round in a field polishing the underside of a floor pan does not throw my switch.