I would honestly leave the grille alone. There are not many options that will yield dramatic visible improvements. Instead of focusing on that, I would suggest you spend your time and money on a front lower lip spoiler. In my opinion, it's the only visual improvement one can make on a 2002-2005 linear/arc front-end that's doesn't cost an outrageous amount. You can go the stock, oem route, which will probably cost $100-$200 depending on condition (used vs. new), or you can go cheap (yet still nice) and go for an aftermarket, $20-$40 universal lip, something which is usually made out of flexible weather guard. There's a few threads on here about it.
And lastly, I'd forget about a 2004-2005 Aero frontend swap unless you have a car that you can take everything off of for a cheap cost. It's just too much work and money otherwise, especially considering that at the end of the day that it's still a dime a dozen (yet special to owner) 9-5. Save your money for the front lip, lowering, wheels, etc. Those will enhance the car much more.
And for your headlights, don't waste your money on any kits. Wetsand them with 1000, 1200, 1500, and then 2000 grade sand papers. When you're done, buff them with rubbing compound and apply some wax/sealant. They will look like new afterward.