do you get the smell whenever the vents are "blowing"... could be you need to replace the cabin air filter... more info somewhere around here...
Coils Can be common, good rule of thumb is to replace them all when you first do it... otherwise it'll feel like your always in there...
As for the HID kit... Id imagine by now (it is 2012) that most drivers are use to the "brighter" (although not true) looking headlight... projector or not, i doubt its really a problem any more..
Tons of info on this site, Welcome. My advice is A.) dont be a d!ck B.) spent the next month reading every thread you can. C.) if your not sure, search around (w/ google) not the search link up top), then click the show more from lincolnvscadillac.com link.... This car will mostlikely (I hope not though) be expensive to upkeep if you dont learn to do as many repairs as you can... Dealers get pricey ....
Enjoy the new car...
yes i usually get the smell when the heat is on. As for the HIDS i was going to get 10K low beams. white with the bluish tint