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I'm pretty sure the XenonDepot kit comes with a harness that connects to the battery for power. This is great because the electrical load presented to your factory electrical system is actually lower (since all it has to do is click over a relay).
Most plug and play kits fail due to the fact that they pull too much power from the factory electrical system which is no bueno.
The kit does come with a relay harness. It is plug+play though. I would be more than happy to help you out or answer any questions you may have when it comes to installation time.
Generally speaking with Lexus vehicles the kits are plug+play. You will not need to cut or splice any wires.
The HID bulbs used in the kit will be a direct replacement for your OEM halogen bulbs.
Please send me an email at info@xenondepot.com or a PM with more information (i don't know what type of vehicle you are planning on installing the kit in) and I will be more than happy to answer any questions you may have.