Careful when using the fog or running light as a turn signal. It'll look cool and work good during the day, but at night, the headlight may overwhelm the turn signal and oncoming traffic might not see your signal. Without bumpers, night driving may be safer with dedicated turn signals on the fender. I've always liked the pre67 signals the best. Another option for shaved fenders is to put a signal below the headlight for forward visibility with sidemarkers in the quarter panels for side visibility.
Headlights -- H4 from Hella, high output if your wirings up to it. Glass clarity makes a difference so watch out for cheap units if you want maximum beam quality.
Zen got his tail lights from
Memo Imports, but they don't carry that same style anymore -- see others on web site though.
CIP carries ones very similar to zens. I like those too, but returned mine when I realized they aren't street legal (no red reflector). The construction is pretty cheap, but they're modern looking and suit the no-bumper, modern look well. My car is styled with a classic look, so I went with smoked elephant feet and europa bumpers.