They fail in all sorts of ways. One of mine was dimmer than the turn signal, I replaced it with a spare from the junk yard, and eventually it just fizzled out and died without any fanfare. It was the bulb, I swapped the bulbs and the problem followed the bulb(s), the first one had a lot of the solid material used to ignite them melted to the capsule.
There are multiple ways to wire in the aftermarket bulbs and ballasts, and it sorta depends on if you want autolamp to work. I wired in my aftermarket ones directly to the original feed to the original ballast, but it wouldn't survive cranking (one or both would go out). I also got into situations where my SCIL module would get reset and many things wouldn't work until I pulled the negative battery cable and reset it. HOWEVER that might have been due to a very questionable old battery, it rarely held 12.4 volts, even after a long trip and checking immediately. I have since replaced it (with a 7 year old battery out of my wrecked 97 Cougar, but it still holds 12.7 volts and is a much better battery than the Vatozone one that was in it) but I have since gotten a relay harness with resistors to put in so that the car didn't think the headlights were failing. IT uses voltage directly from the battery for the ballasts, resistors on each sides original power, and it is simply a signal to the relay to turn on the lights.