How do you remove the tail lights? Also where can i buy other headlights and tail lights?

 

Assuming that you're talking about a 1st Gen MINI, open the access panels in each rear interior corner. This gains you access to the back side of the tail lights. Not much room to work in.
Check Moss MINI for aftermarket lights.

 

changing just bulbs or you want different entire enclosures?

all the bulbs used in the MINI are standard sizes and replacements are easily found at most autoparts stores or online if looking for more bling