I didn't look at the links yet.
I can only speak to lamin-x, as I haven't used others (except for a 3M kit for paint protection which was almost the same thing). Most lamin-x kits provide good instructions, the film itself, a type of hard plastic squeegee, and (usually) a small bottle for misting the car surface. Lamin-x needs only water on the car surface, to allow initial placement of the film, and no adhesive (other than that on one side of the film) is needed. Clean the headlight (or car surface), then wipe down with water and dry the surface. Then mist the surface lightly, remove the backing and align the film, and (when placement is good), mist the top layer of the film and squeegee according to the instructions. If using a pre-cut template, there may be tabs to be removed by exacto knife (knife sometimes included in the kit).
The heat gun is used to shrink certain edges to fit, where the initial alignment or curved surface of the headlight/car creates ripples in the film. People who are good at installing generally don't need it, but if I try to install without it, the job isn't as good. I tried using a hair dryer when I first used lamin-x on my ALH, but a heat gun (IMHO) works much better, and can be used for lots of projects.
The film can be warmed up, which allows a better fit when placing over curved areas, but as it cools you may get ripples, especially if you don't have a heater in your third hand. Some kits direct that you mist the car surface with a water/baby shampoo mixture to help ease of install. Too much soap will leave soap bubbles, and water generally works fine.
Thicker films obviously protect against larger debris, but are harder to work with. I can't remember the different mil thicknesses I've used, but lamin-x has gotten thicker since installing on my 2003, and I'd say I prefer the thinner film. Since I'm not a great installer, I prefer the better looking end result of the easier film, than the less than perfect appearance of (my attempts) with the thicker films.
The cheapest "kits" are not pre-cut, and require some good knife skills to provide a nice result. I have only used these rolls (usually 3M) for other projects (road bike, etc.).
Temps: Ambient temps have been the most significant factor in the success of my efforts. When I did my wife's GSW, it was fall in New England. My choices were either to wait until summer, allowing 6 months of debris to hit her car, or try the install in cooler temps. The headlights, door cups, and rear bumper (all easy areas) were the only things that turned out fine. The other areas, partially due to the curves, and partially due to the difference in heating plastic vs metal, were less than stellar. At least they have been protected, but I'll re-do them when I have the chance. I recently did the headlights (only) of my GSW. The first headlight was with warm temps and looks good. The second, only an hour later (I was also doing other tasks), was done after the temps dropped, and has small ripples at the base. If they don't go away, I'll re-do it later. The kit was $30, which I hate to spend again, but I enjoy getting better at it.
For most first timers, the initial result will have air bubbles and water bubbles, and not look so great. These generally go away over the next three days, if the ambient temps are warm. Otherwise, heat can be used to help out, along with a needle for stubborn areas. Some kits have tabs that allow you to pinch and adjust the film without touching the main adhesive area, this is nice, but I prefer the kits that have no tabs, since my attempts at smooth exacto cuts never seem to leave a nice line. The issue here is fingerprints: a lack of tabs means any natural oils on your fingers may transfer to the film: Just keep your hands wet and clean, and if time passes, you may have to continue to clean off your finger tips.
HTH.