If you are looking for the bulbs, then look at your local supermarket or autoparts store.
If you want the headlight assembly, then prepare to pay out of the behind for them. The best place to look is eBay or Craigslist, but still expect to pay around $200 for a only fair condition set. New from a Ford dealer, they are like $400 a set.
Ebay, http://www.nextag.com/mercury-cougar-headlights/search-html, or just drive to your ford/mercury dealer.
buy a chiltons guide for that car. I just bought one today and it has good info. it might cost you 20 bucks. Or try down loading the owners manual from ford.com
Most likely it is the VSS. Vehicle Speed Sensor. Have it checked out at your local garage or buy a new one and do it yourself. Although a computer check would be preferable first to obtain any codes.
Buy a flush kit at auto parts store and follow instructions
Do a Google search for it or buy a repair manual.
if you are trying to install the factory stereo to it...it should be the same plug...if you are trying to install the stereo for a cougar on a different car you need to buy the plug for that stereo and then a harness for the other car...
it depends on what size tires and then it also depends on where you buy them at. wal mart would be your cheapest bet
Buy a Haynes/Chilton manual at any auto parts store for 20 dollars. If you don't know how to remove them, you probably will not get them back on correctly.
Some good places to buy running headlamps for night time running are ebay.ca and amazon.ca. A website specific for headlamps is ShopAdidas.ca/running.
Seal has been compromised. Buy new headlamps.
You need a 7 m Allen key for that year Cougar. -Of course that key is not commonly in Allen sets, so be prepared to buy one on it's own at a good tool store.
This is as complex procedure. I suggest you buy a repair manual if it is not obvious to you, and you don't have experience.