you'll get all of the information you could ever want about HID's at HiDplanet : The Official Automotive Lighting Forum - The Buzz

here's their "noob crash course"
HID Newb Crash Course

general info from their FAQ's
Automotive Lighting FAQ - HID Kits

More information than you would want to know about ballasts
Automotive lighting FAQ - Electrical - HID ballasts

This explains the difference between the cheap ebay kits and OEM stuff
The Reality of HID Kits, Truths and Myths