A report back on what I ended up doing:
I went with the "diamond-cut" style tail-lights. I'm not quite to the point of buyers-remorse, but it's been more hassle than I would have expected.
I bought them from ebay (I know, I know, I know). But they arrived on time and in one piece. They looked good, and are not much lighter than the factory one's.
I immediatly modified them a little though. Based on others experiences I immediatly disassembled the surround and siliconed it to make sure that there was no possible leak or fogging possibilities. I also took the rear external surround from the OEM lights and used that on the replacements as it was a high quality rubber versus a foam-style surround.
Mounting these could not be easier. But I noticed when I removed the others that the replacements do not have the same circuitry as the OEM's. That is, each light is not wired, so you lose the computer's ability to tell you whether or not the tail-light or turn-signal is out.
This is no big deal with the turn-signal, as if one is out, the signal-speed jumps up and you know you have a problem. I'll miss it (vaguely) for the tail light.
I am worried that if the whole system is a closed-loop that I've now disabled the entire onboard computer's ability to diagnose other issues though. Anyone know if this is the case?
Finally, to avoid the egg-yolk effect I also ordered some new silver-faced bulbs. Unfortunatly the replacement kit uses a different style bulb. Instead of the common 1157 it uses 7507's. Finding silver 7505's is proving a bit of a pain-in-the-ass, but I have found them on bavauto, so I'll order them tomorrow.
In summary, I've had them on the car a weekend now, and they look great. But, if I were to do it again, I would likely go with the bavauto. They don't look as good, but I imagine the hassle factor would be a lot less.