I have been looking at these pegs online (Kuryakyn adjustable footpegs). I have passenger floorboards. It looks like I need to buy the pegs and also purchase an "floor board adapter kit".

My floorboards (female attachment) attach to a (male) bracket on the bike.

Does anyone have experience with these pegs? For an '02 Heritage Softail, is this what I need.

 

I have mounted some Kuryakyn adjustable footpegs on a fatboy one time. Very easy and good pegs. But im not really sure what kind of pegs u are wanting to install. The ones that I mounted bolted right under the front floorboards with a little drilling. Here is a Kuryakyn link that shows what all thay have but some are high priced, use your favorite vender.
http://www.kuryakyn.com/index.asp

 

If you are looking at the ones that adjust tofour different positions I would encourage you to adjust your computer settings so thatwebsite is no longer accessible to you..... I went through 3 sets of these before Kuryakyn finally sent me a set that works. The pull rings came out on 2 sets and one the tolerences were so tight it would not turn.It got so bad that I called Kuryakyn, explained my situation and they sent me a set and told me to take the 3rd bad set back to the dealer and get my money back. I still have them on the bike and even though they were free they are still junk. I like Kuryakyn products but this one is not one of their better ones.

 

I have 'em on mine and the wife really like the extra room. For our use they really just have two positions. Up when she is not with me and down if she is.
Yes you will need the floorboard adapters.