Yes, Broan and GE have fans with lights built in. There may be others. I would visit your local electrical supply place to get specifics.
No, it is not a complicated conversion.

Great - thank you. I'll do some checking.

These also come with the heater built right in. I wasn't a big fan of it, but I know some people wouldn't be without their heater to get the bathroom toasty warm.

Does this add a degree of difficulty that Pekiecat doesn't want to mess with?

Good luck,

Devildog