Hi & firstly welcome to the forum.
Yes, the facelift headlights are a straight swap, however please bear in mind the following:
1. The headlights for the Sport Coupe and the Saloon/Estate are different.
2. The headlights for the CLK and the C55 AMG will not fit any W203 C Class (except the C55 which essentially has the CLK front end)
3. If you fit Xenons and your car did not have Xenons you will need to have your car coded to XENON=PRESENT. Genuine Mercedes Xenons have the balast / igniter built under the light units. Any Merc dealer or competent specialist should be able to do the coding. Technically you need to remove the bumper to fit the lights as one of the mounting points is covered by the bumper.
However if your car did not have Xenons please note (this bit is contentious!)...
...according to the letter of the law, Cars equipped with Xenons must also have headlamp washers and be self levelling! This is likely to start a massive debate again!!!
Therefore to do it properley you really need; Genuine Xenon headlight units, headlamp washers, Self levelling kit (consists of some form of wiring loom and a sensor) which is be installed on the rear axle)). Ideally to complete the mod in true factory original style you would also need to change the healight switch (as the Xenon equipped cars do not have the rotary wheel to adjust the level of the lights as found on cars with halogen lights).
My car has headlamp washers, however as I'm a perfectionist I didn't go for Xenons as I didn't know exactly what was possible at the time. I just upgraded to the clear halogens which really freshen up the car.
Another member on here has done the mod 'correctly' with the self levelling. Since I've become aware that the correct retrofit is possible I'm still tempted...