I'm not even sure how they can get a film kit for the headlights. With that big "hump" I don't think the film will stretch to cover. I saw one of the headlight kits and it had a cutout to cover this hump. But it would leave a huge portion of the headlight uncovered.
The same holds true for the taillights on the '03-08; the taillight isn't as flat as many other cars so I don't see how the film would stretch to cover. On the '09, the taillight is more round, so it should work. Having said that, I would have it professionally sprayed. You can always tell the difference between film and spray. The film always looks a bit duller and I have yet to see someone install it perfectly. Usually, you see a little bit of the edge and so on.
I had film on my IS350, it looked decent. Then I decided to have my body shop guy spray the lights for me, and it looked 100x better. There wasn't any comparison. So when I got the FX, I just got lights that had been professionally sprayed, I didn't even consider the film.