Did this recently, fitted some Cibie H180's in place of the sealed beam.
As Marko says, bigger lights = bigger current so you need bigger wiring.
Using the original headlight wiring to activate the relays (1 for dipped, 1 for main) then new wires from solonoid to relay then to headlights, there's mixed feelings on whether to fuse or not, I did as changing a fuse is easier than burnt out wiring.
If you're thinking of upgrading, I have read that simply running a dedicated feed to the stock headlights can give good improvement.
Depends how far you want to go with it, my new lights are wicked bright!