the problem that some said happened was two things. neither of which I think caused fires like hyped. the CCFL wiring had the wrong size fuse and wiring could short before fuse blowing.
the other issue with CCFLs was the ballasts mounted by the headlamps. the one by the drivers side could get coolant sprayed on it if radiator cap or expansion released coolant on it. coolant is very conductive and doesn't evaporate so it would arc the wiring on ballast (if not water proof) it could burn it out/melt it or possibly burn so hot it could potentially catch fire.
OE CSL WHEELS - OE CSL BRAKES - OE AUTOFLD MIRRORS - CSL RACK - CSL TRUNK - CSL DIFFUSER - AA TUNE - AA PULLEYS - AS 40% SSK - BILSTEIN PSS9s
CF CSL LIP - NAV- BMWP CF STRUT BAR - BMW GROUP N MNTS - GRUPPE M CF INTAKE - SUPERSPRINT - UUC S/S LINES, RTABs - H&R SWAYS - 4.10 M-SPORT DIFF