Here's the biggest problem I see with it, if you're making a traditional style halogen headlamp, you'll run into the problem of your reflector. No offense, but I seriously doubt you'd be able to whack together a good reflector that casts light on the road and not directly into peoples eyes. Manufacturers spend a ton of time and money perfecting the reflectors for their halogen lights, something not easily replicated with a hammer and sheet metal. So either start with a reflector and make a housing for it, or just buy a premade headlamp.
That said, lots of guys who want HID's but hate cheap HID eBay kits *points to self* instead use retrofit kits. Get a projector out of another car (BMW, Mercedes, Acura, etc etc), and find a set of bulbs and ballasts to drive them. Here's the nifty part, the projector is, technically, the entire headlamp! You don't need a reflector, just a housing to hold the projector and keep it dry and out of the elements. So, for you, find a glass lens, form some metal around it however you like, just make sure you can fit your projector into it. Bam, not only do you have custom headlights, but you also have some nice HID's that WILL NOT blind other drivers due to a poor beam pattern being bounced off a reflector designed for a halogen bulb!
Here's a website that sells a lot of HID retrofit stuff, including OEM projectors and HID kits to fit them. A little pricey (certainly moreso than used projectors from eBay) but very good quality stuff: http://www.theretrofitsource.com