someone called my name?
answers to your questions spyder:
1) yes, PIAA fog lights do come with bulbs (if they burn out, you will need to buy a replacement bulb)
2) there are NO aftermarket fogs that fit nicely without extensive modification - this is if you want to install them in the corner pockets (fog light holes). If you want to install the fog lights in the large gap between the corner pockets (the space underneath the license plate holder), you can do so but it is not advisable as thieves can easily get their hands on it and swipe it
3) Songoku can provide details on the actual wiring process (I had mine professionally installed). If you plan on getting a shop to install it for you, be prepared to pay a STEEP price, as it is not an easy job to do - in fact, my installer vowed never to install fog lights on another TL unless he was paid Cdn $500 or more because it was such a pain in the butt to do!
3) You can put your PIAA switch almost anywhere you want. For a more custom look, I went with the Inspire fog light switch that I got from Japan, and had that hooked up to the PIAAs. See the pic below: