I have done so as well... although I did take my bumper off about 10 times in the past year, the only thing that prevents you from taking off the headlight without removing the bumper is the headlight retainer plates (for lack of propper name) that are right under the headlights inside the bumper cover. My shop forgot to put one side back in, so I can just slip out the light if I un-bolt everything-- which is tricky without removing the bumper.

Cliff Notes: It's do-able, but much easier to just remove the bumper.

 

it may be easier to remove the bumper, i have a black widow bumper and its a pain in the ass to remove, so all i did was unbolted the headlights and wiggled them out. VERY VERY VERY tight fit, if you have a OEM bumper, it prob would be easier to take the bumper off. all i am saying is it is not needed.

 

It is possible to remove headlights w/ the bumper still attached, but if you don't have the cross member on the car (that thing with the "retainer plates").

Since the cross member isn't there, the OEM bumper tends to sag a little, therefore you could pry out the headlights w/o the removal of the front bumper.