Having looked into this also i have a few tips.
Make sure the projector you buy has a good cut off, also looks cool if the cutoff has a blueish break and not a yellowish one.
Thats why alot of people doing a retro choose the projectors out of say Honda S2000 or Lexus vehicles, as the quality of those projectors are very good.
Look on ebay for them, there are alot.
Looking at that link im not sure that projector is of high quality. The last thing you want to do is go through the BIG task of a retro and be disappointed with the results for the sake of saving $100.
There are companies out there that do retro fits (albeit expensive) the quality of the finished product is outstanding.
I was going to send mine out but the US dollar fell through the floor and was not worth it in the end.
EDIT: If you have a series one you could just buy the Series 3 GTR headlights. They fit straight in to the series 1 GTST with slight mods to the tabs. Would be far easier to do than a full retro.