can you just simply unplug stock headlights off of an 04 Z and plug-in HID headlights of of an 06 or 07. or is it easier to buy a kit or what?

 

Yes, they're plug and play. I've done LOTS of 06 swap for the 03-05 guys. Just need to mod your blinker bulb and you're good to go (Takes all of 5 seconds).

 

Only if your car came equipped with the HIDs to begin with.
In other words, if you have the 03-05 base model (halogen headlamps), no, it's not plug and play, you have to map out what wire is for what bulb and rig it to make it work.