Details, please. I though projectors were the way to go.
Yes, but there are different levels of quality for projectors that has to do with light output and beam angle (how precise, and crisp the beam is so you don't blind, and focus the light where its usable). There are threads on this, (and I only have the parts sitting waiting to be installed, because of what I have read), but there are better projectors then the depos. For a long time people were retrofitting projectors into the factory housings to get projectors. If you put HIDs/LEDs into a factory Halogen style housing then you will waste light and blind people. There are many projector style housings . (I personally chose the Depos because they have a cleaner look and no Halos).
Here is a housing
Inside the housing is the projector, Here is the projector,
Retrofitting would technically be putting projectors into a non-projector housing. You can put high quality projectors into the factory housing, but its difficult to make it look clean, and to do it right. People were trying for years, they didn't come out perfect, and those who knew what they were doing were charging hundred for this service if you were lucky. What the depos (and other projector housings) do is allow you to use a projector housing that swaps right over, no fuss, with a simple remove and replace (R&R) so you can use HIDs or LEDS (without blinding people)...
This is (from what I have read) about 75-90% as good as it will get (without moving your washer fluid bottle, cutting your fenders up, and all sorts of other unnecessary ridiculous to even talk about fabricating to use the perfect projector). To get the best (realistic) projector option is to MODIFY the depo housings by swapping in the Moshimoto mini H1 7.0 projectors (shouldn't be much if any more than $100, and THEY ARE A SITE SPONSOR). Then there are several companies that make a bracket ($55-$70) you can swap the mini HI right over into the DEPO housings to replace the DEPO projectors. There are threads on this, (same as 99-02 silverado might help your search). It is hands down the best lighting upgrade we can do and the extra bracket makes it as simple as a few screws.
As far as "locking in", that's the base style. Its in your manual or a quick search will find out your bulb style (its either 9004, 9005, 9006), highs are different than lows, and it took longer to write this sentence then it would to search. Yes they will lock right in. Think of it as 9004 is a 4 x 4 inch square, 9005 is a 3" diameter peg, 9006 is a triangle with 2" sides. You buy the correct universal size to fit in its mount, and they will lock into place.