Welcome to DF.
There are a few guys that have done this but it takes a bit of work. Most guys like the older headlights so they stick with the 02-05 look, but nevertheless it can be done.
FYI...02-08 are all 3rd Gen Rams. 4th Gen begins in '09.
You will need everything as stated plus I believe the front bumper as well. Pretty sure everything is a direct bolt on fit with no welding going on, but if there is anything needed, it wouldn't be much.
When replacing your front fenders, the paint isn't going to match, so it's likely that the painter will have to blend the color into the doors and possibly the hood so they match well?? Mostly depends on the color, but most colors have many variations and that can cause noticeable paint discoloration from one panel to the next. i'm sure if your gonna go through with this, your not gonna half *** it at the end.
Maybe try a search and see what you can come up with. There have been a few threads regarding all of what is needed and that may better help you especially if there are pics posted. Many guys talk about doing this, but few go through with it as they find elswhere to spend their money. it's real easy to do..haha