I got a road legal set of main bulbs, fogs and side lights (albeit the side lights weren't legal, swapped then for standard 501's for £3 lol) for £15 on ebay. They are xenon charged bulb at the standard power. THey give a lighter white colour rather that the yellow and appear a fair bit brighter, nice for a change. Of course they are not as bright as true xenon/HID but for the money are an excellent upgradge.
There are also some xenon charged lucas bulbs on ebay that are 100W (instead of the standard 55W)which would give a lot more output for little money. I wasn't sure what the additional heat would do though, so i steered clear of them.
HID is cool, but not road legal unless factory fitted by the car manfufacturer, you may/will fail your MOT and also risk getting pulled...and the money for that privlage is 1/4, 1/2 the price of the car! Seems a bit silly really.
KRistian