Alright guys I have been doing a hid xenon conversion for my 03 r6 and I am finally done it! Here is a little step by step write up if you want to attempt it yourself.
Basically the xenon parts I needed that were used included:
-Bosch Bi-Xenon projectors, commonly found on 3 series BMW's and Mercedes SL's
[Chosen for their great width, output intensity and small size compared to all
other bi xenon projectors] 

-Xenon shrouds found only on BMW 3 series projectors [Chosen to hide projector
mounting screws and such only to expose the lenses, used for cosmetic purposes]
-Matsushita Ballasts with separate igniters [Chosen for their small size, separate igniters to mount in the front of the motorcycle while the ballasts rest in the trunk, and Matsushita's background of dependability]

-Philips 85122+ 5000k d2s bulbs [

Non xenon parts I needed included:
-
A toggle or rocker switch if you want to manually turn off the lights aside from
using your stock wiring, for the Yamaha r6 the headlights turn on after the bike
turns on, I wired in a 2 way toggle switch to interrupt that connection so I can
turn the headlights on whenever I want after the bike is started and warmed.

-632 threaded rods which I used to make the mounting "screws" and aimers (enough to make 8 x 6" cuts)

-632 wing nuts which were jb welded onto the rods to serve a mount to hold and aim

-632 threaded t nuts to make the projector mounting holes threaded (the mounting holes are 3/16 but I chose to use 632 threads as they fit the hole best, the metal is too strong for the t nut to be screwed in, it needs to be JB welded in) turn the aimers

-8-6" springs with a high spring resistance, we want them to be strong but with enough strength be compressed, these need to be able to fit around the 632 screws, they’re used for aiming.

-2 Part JB weld which withstands 400+ degrees of heat for various parts needing high temp sticking

-Dremel with cutting discs and drill bits for cutting screws and mounting holes and various trimming

-Pre-made wiring harness or materials to build your own; The harness needs a relay, 3 fuse holders and fuses rated at 15Ax2 and 30Ax1, 14 gauge wire and various crimp terminals such as ring, female male

-Wire strippers and crimpers if you are making your own harness

-Paint pen or marker for marking mounting holes, bright colors are best as they
stand out easily

-Flashlight to see where the holes need to be marked
-Velcro/ Double sided tape, use this to mount the igniters to the headlamps
Parts not
needed but recommended:
-Booster pack or charger for testing hid, especially useful for aiming and
making mounting holes

Get
the parts!
Ok now it may seem like a lot of materials but it really isn’t, I just went and put everything I used, they didn’t have 632 threaded screws longer than 3 inches at my hardware store so I just bought the rods and made my own! They were better for aiming as well because you don't need a screwdriver to turn them. Try to get everything in one trip, I went back and forth a bunch of times and it was a waste of time.
Take
it apart
First things are first! What you need to do is remove the headlight lenses; I placed them in a cookie sheet and left them in the oven for about 8 minutes with the oven already preheated to 300. Take a screwdriver and pry them apart.
Gut
it
Now that you have it apart, we want to get those stock projectors out of there! Unscrew everything and take them out!
Prep
work
Now that all we have is a nice shell we want to get the projectors ready! Go get the 632 rods and cut them in 6" pieces. I used a Dremel at first until I noticed I could use my pliers to cut them in half. Remove the lenses from the bowl by removing 4 screws. Now you will see 4 other holes that are 3/16" and are towards the outer. We want to place a little JB Weld on each Tee nut and slip it in the hole, be careful not to get any JB Weld in the thread! Now place some JB Weld on the ends of the rods and screw the wing nuts on until the JB Weld is in the middle clogged into the thread! Now let the JB Weld dry overnight.
Clean
Now that we have the projectors apart look if and see if the bowl is dirty. If it is clean it with micro fiber cloth/100 Pharmaceutical cotton and 90% isopropyl alcohol. The lenses can be cleaned with a normal tissue and rubbing alcohol.
When it is dry and reassembled this is what the projector should look like with the new threaded holes to hold the projector in place.

Mark
location
Now screw the lenses and bowl back together. Apply the new screws in the threaded front of the projector until the screws long end is near the projector bulb holder. Now we want to get the mounting holes, if you have a jumper pack get it out and stick a bulb in the projector and attach the igniter and ballast and connect the wires to turn it on. Now we want to get the cutoff as straight as possible so while the beam is projecting a straight line (line it up with a photo or something) you want to push the projector back until it hits the headlight housing with the screws and mark them off with your paint pen or marker. This part takes the longest and counts the most! Note that you want the bulb holder to be near the stock opening hole so the bulb can be replaced easily if need be.
A lot of it was scratched by the long screws but its ok, it wont be visible once the projector is installed. It might be hard to see the holes in this picture but just make sure YOU have them right!

Once you have one side done repeat for the other side. Whether the left is at the same height as the right is not important now, we can adjust it later, just make sure they are both straight!
Modify
headlights
Now go get a small drill bit about the size of the 632 thread and drill the holes you marked off. Make sure its on target! After you do that go and mount the projectors, if your aiming was off it will show, don’t enlarge the hole just try to get at least 2 holes in and re-mark the 3rd hole and drill, still make sure the alignment is good! Note that you will only use 3 of the mounting holes, the 4th has no room to be drilled/mounted, the bottom 2 and the one towards the center of the headlight will be used.

Now that the projector fits you want to make sure the igniter does too, I had to trim some of the plastic of the headlight near the stock hole for the igniter to fit and turn easily, it just makes it easier if I ever want to swap bulbs out. I trimmed about 1/4 - 1/3 of the circle towards the upper right on the left side and the upper left on the right side. It can be seen in the picture above.
After that I drilled/cut a small slot for the wires from the bulb holder to the igniter box to go from the sealed part to the outside of the headlamp so it could be mounted on the headlamp.
Installation
Alright now undo the screws from the projectors and get ready! Make sure the headlamp is free from dust and melted plastic, wash it clean it and let it dry fully. Take the projectors and place them near the holes as best you can. First attach the wires from the solenoid of the projector and push it out through the factory grommet. I didn’t do this but I think if you used a bit of glue or JB Weld on the springs to adhere them to the projector this part would be easier. Do that if you want or just go through it without it. Stick the 3 screws through the hole and apply a spring about 3-4" on it, cut the spring to how far forward or back you want your projector to rest. You are only using the spring to hold the projector and screws apart, this way if you need to aim them you just tighten the screws and the springs compress!
If you are looking from the front this is how the projectors should be mounted:

See how the spring retention system works? As you tighten the screws the springs compress, without them there would be no resistance and the screw from the rear of the housing wouldn't be tight.

Trim
remainder
You should have the screws going through the springs and into the projector threads now right? Cut off the remaining thread from the screw with pliers or mark off where to cut them, remove them and Dremel the rest off. Now go put both bulbs in and attach both igniters and ballasts and fire it up! We want to aim them as even as possible. Try to make it one long line. The height should be about straight, as in if your headlights are 5 ft of the ground the cutoff should be about 5 ft off the ground... tighten the upper to raise it and loosen it to lower it, and so on for the rest
Now go get the shrouds and get ready to trim them. Mount them on the projector and note where it hits the plastic. Then try to place the headlight lenses on and note where it hits it there. Now go get the Dremel and trim. If your shrouds are in good condition they will mount to the projectors easily, I would still use just a tad bit of JB Weld just in case to secure them on.
This is what it looks like when the shrouds are mounted onto the projector, as you can see I painted them to look better than fading chrome:

Finishing touches
Clean up the headlight lenses and heat up the corners or just pop them in the oven for a bit again. Press them together and clean up the front of the lenses again. Attach the igniters to the headlamps with the Velcro or other method you used. If you mounted the ballasts in the rear the relay should be near the riders seat, connect the grounds and power wires and run the wire from the ballast to the igniter below the riders seat, gas tank, into the front, also with those wires should go a switch lead/wire which connects to the pos. wire coming from the factory headlight harness. Attach the plug to the igniters which are attached to the headlights by Velcro/double sided tape or glue in the front and the switch wire to the factory wire.
Here are a few pictures after everything is closed up and ready to be mounted on my bike!:



I put a switch on the ram air cover in the middle of the switch lead to turn them off manually or on manually after the bike started, if you want you can too, most switches are a simple 2 wire hook up. The projectors I used need a little bit of extra circuitry to get the solenoid operating properly. This is a diagram of what needs to be done:

I hope I didn't just lose you. For most DIYer's the hardest part will be the wiring. You can read up on a relay harness and why it is dangerous to run xenon equipment through your stock wiring here: http://faqlight.carpassion.info/ now go ahead and turn your bike on and let the headlights come on (or hit your switch). The lighting will be much better than any "kit" or rebased setup in your factory r6 headlights! Enjoy!