with the xenon headlight housing and all from a 03 cts fit on an 06 cts?

They are interchangable on the housing, just make sure on the wiring, as the HID needs to be grounded and the non HID cars do not come with that wire. Look to the Faq section, I think there is a HID how to on the wiring, if not there are a few members who have done this and can take you through it.