Unless the lights have an oddball bulb connector, just change the bulbs.
Door replacement would require some drywall work. The re-framing is usually not difficult. The big "gotcha" is if other things are hiding in the wall, just next to the doors (plumbing and HVAC ducts, for example).
The pool will cost you around $100 per month if you DIY. Some of that is for chemicals and testing supplies. Some of it is for electrical costs to run the pump. If you aren't familiar with taking care of a pool, I HIGHLY recommend that you go to »www.troublefreepool.com
and click on the "Pool School" blue oval at the top right corner.
As for heating the pool, that can cost a small fortune. It takes a LOT of BTU's to warm up thousands of gallons of water that are constantly losing heat into the ground and through evaporative cooling. Pool heaters tend to run in the 250,000 to 400,000 BTU/Hr range. My sister has a 13K gallon in-ground pool near Austin. They see a $50 spike in the natural gas bill when they warm the pool up for a fall party. That's for a single day of heating, but the heater has to run pretty much non-stop for 24 hours (plus the pump has to be running the entire time) to bring the pool up to comfortable swimming temp.