It's worth purchasing the lights from AP as they will drill the holes and install the mounting screws you will need. You might save 5$ by purchasing your own fully enclosed florescent light and installing it. But the way they router the top to hide the cabling is very nice.

If you meant heat lights they just cut an area and install a screen for you to place your heat lamps. Although in the AP I really recommend an RHP, with flexwatt.