The king cobra parts are not very strong, they are called bling parts for a reason. I had them and after one roll-over, they were all bent to crap. In my opinion, they are good for shelf queens but that is about it.
Lights are the standard FG ones part number 5436. You will need a bracket to mount them on also - I used the KCR one part number KCR 016. Just remember to put a spacer between the lamp bracket and the A bar mount plate - otherwise the 2 out lights hit the A bar. Total cost was approx £20 for me. Currently toying with the idea of really "blinging" the truck and putting LED's in them - run off the 3 or 4 channel on my React
Square section is 10mm x 10mm Aluminium- just something I had lying around. I used the A bar from KCR as the template, for radius, angle forward, height at the front of the truck etc.
Bending Ally at that section is pretty easy - I happened to have some think steel tube of approx the correct radius - so used that to form it, could use wood also though. From memory it was around 25mm radius.
Bought some Ally tube (and threaded rod to fit inside it) down the local home improvement store. Took the remaining bits of the KCR unit off the mounting plate (grinder), then when I had the side bars ready cut them to length to this and drilled and fitted to the mount plate.
Some tips - if you use the rod and thread bar - countersink the holes on the inside of the upright and cut the tube for the cross bar 1-2 mm long. Makes it easier to fit together, and when you tighten the nuts on the thread bar - stiffens the whole deal up a lot.
Only other thing I did was put a re-inforcment plate over the top of the KCR mount plate - the KCR one used to bend just outside the blot holes - that may be why the A bar snapped in the end, strengthen one bit - fails elsewhere.
Anything else you need - let me know. Will try and get more close ups and post if you want.