Haven't done them myself yet but everything I've seen says to pull the bumper.

 

you can try to do it through the fender well theres a removeable cover there, but word of warning, NOTHING can touch the glass of the bulb, I highly recommend taking off the bumper unless you remember the kids game Operation, and you were the best at the game. It takes 10minutes to take the bumper off. theres a few pin/rivet things holding it the the fender wells, and remove the pins/rivets from the plastic cover lining the engine bay, and remove the grille, and then theres 2 o 3 bolts holding the headlights on, its been a while since I have dont it, but I have taken the bumper off like 20 times. first time took be about a half hour. look around on here theres threads on how to remove the bumper. it worth your time. good luck

 

Serious design flaw if a simple task like a headlight requires removal of front cap. I would serious safety issue as some would not change it.

 

Ok went and tried this without removing the facia/bumper and it can be done. Using the hole in the fender with the wheel turned all the way in (turned all the way to the right for the left side and to the left for the right side). Removed the rubber cover, unplugged the bulb, had to give it a wiggle and a tug, then removed the bulb. Thank goodness.....
Did replace both sides as the replacement was more white than the original bulb.