i have an HID conversion kit on my '97 and i love it. since you have an '01, i'd get a euro spec headlight assembly from ebay to guarantee a better cut-off line. my cut-off line for my '97 isn't crisp, but it's defined enough to keep the beam below the top of the license plate of the car in front of me.
you should indeed rewire using relays/fuses between the ballasts and battery, using the headlight harness as the positive switch. although running the HID's draw less current than standard halogens, it is the initial ignition of the HID's that draw more current...i've actually tested the current, and each ballast draws about 9-11 amperes during ignition (that's at least 108 watts), then drops down to 2.8~3.2 amps shortly thereafter (around 35 watts).
so if you think about it, the halogen bulbs are rated at around 45 watts, and let's say they can stand 65 watts as the high beams are 65 watts, and the wire gauge is the same for both high and low...doubling up the current on those wires during ignition doesn't sound like a good idea...which is why i rewired using a relay for each ballast.
FYI, i got the 9004 kit for $200 on ebay, another $30 or so to purchase heavier gauge wire and relays/fuses.
here are some pics of my '97 with hid's. i remember posting these pictures when i first got the lights. the pictures don't do the lights justice, it really is insanely better.