With all the parts and some knowledge of wiring, this should actually be a fairly straight forward project. Just make sure you have parts from a similar vintage vehicle (definitely NOT pre-2000 for sure). As 1993 SLE said, you will find the factory service manual invaluable here. The HUD only has a single connection into the Class 2 Serial Data Bus but this can be made virtually anywhere it can be located.
The Vehicle Speed Signal (VSS), Class 2 Serial Data, Left & Right Signal Lamp Supply Voltage signals can all be tapped off the instrument cluster wiring harness. Other than those, you will need a Ground, Battery Positive Voltage and Ignition '3' Voltage. All the remaining connections for the HUD unit itself are to the HUD Control. The HUD Control requires (other than connections to the HUD unit itself), Ignition '3' Voltage, Ground and Backlight Control Voltage. You could certainly share the Ground and Ignition '3' Voltage to both the HUD unit and the HUD Control.
Consider as well that the cars with a HUD have a different windshield. I've been told that with the standard glass you can see the information, but it won't be as bright or clear as with the correct windshield. I can't verify this becuase I've always had a HUD compatible windshield. These tend to be a lot more money to replace that the glass for vehicles without HUD.
StingRay Bike w/cards in the spokes, Weeeeeee!