No speedo conversion required: All C5s have one scale and you switch between km/h and mph. The euro cars default to km/h whenever you switch off the ignition.
Headlights: all euro cars, including UK market, have a single bulb headlamp with glass lens. US cars have double headlamps with plastic lens. The wiring loom is also different between euro and US cars. Euro and UK cars share the same loom but the headlamps are different: UK cars need T85 "left hand rule of road" lamps, which dip to the left, whilst euro cars use T84 which dip to the right. T85 headlamps are rare and hard to find, my car was supplied new in the UK by Bauer Millet but had T84 lamps for some reason, they were dire. I got lucky and found a brand new set of T85s from Germany a few years ago, and they're much better.
I see Keith Beschi (EuroVettes) has a mint condition pair for sale on ebay at the moment for a fair price, so if you're definitely going to import a euro car I'd recommend you get these now whilst you can.
Link:
T85 Headlights