you question on modifying the 9006 to work in a 9005, your answer is yes it will work with a little modding.
PM me or AOL IM me (jgiguere17)
I know quite a bit about HID's and projectors.
I am working on my projector set up now, I bought denali headlights, 1 on ebay 40 bucks, needs a little work and I am buying the other next week. But I am replacing the projector from them with a Lexus RX330 wide projector. Last night I was up till2am finishing my harness, just a word from the wise, if you run HID's, it is BEST to get a harness. When HID's boot up when you turn them on they are pulling the most power then, you also can run the chance of burning your wires since stock wiring on the 00-06 yukon are NOT meant to carry a load like that. Adding a harness you are taking the steps to prevent this. I had a buddy that I did a conversion before for had a small fire in his engine bay because of the hot wires. Not to worry you but I would rather protect my investment and buy a set.
more info and to read more about harness' check out here
www.hidplanet.com/forums
this is what the harness looks like