ck,
I have a '02 that came without the fog lights. I did my installation about 3-4 weeks ago. The saw you will need is 3 5/8†that is the actual measurement from the ford installation manual. (Sorry, stonemiser - you were close) Home depot and Lowes sells them. It cost around $15-16 U.S.plus the attachment for the saw/drill. See if you can rent it from a tool shop because you will need a special attachment for it to fit the saw/drill.
Are you installing the OEM or an aftermarket one?
I installed the OEM, purchased it from e-bay brand new. $71.00. including shipping. - came with everything including wiring instructions and independent switch.
Works well with low and high beam, no cutting out at high beam. Turns off with either the light switch or the independent switch.
That was a fun project. Good luck with yours.