Many folks have suggested a "Sticky" on upgrading headlights, some to get just some kind of clear lens projector lights, others to put in Bi-Xenons, and others to change bulb color (color temperature).
I have never changed out my headlight units, and pretend to no special knowledge of how to do it - so I am not the person to write a comprehensive guide. However plenty of people have made the various upgrades, and shard their knowledge and experience. Here are the best of the links I have accumulated on the subject, and I hope you will find the answer to your question in one of them.
As a hint: Reading these over, it seems that upgrading from OE standard Halogen units to HID (High Intensity Discharge) units (which have Xenon low beams and Halogen high beams) is not a difficult problem. Similarly, upgrading from OE HID to Bi-Xenon is also not a giant leap. Many problems seem to develop when upgrading from OE standard halogens to Bi-Xenon units. Therefore, as a starting point, one should probably determine what the car has as OE, so as to make a decision on how much time and effort you want to invest. It would also help you to pay careful attention to what model year and type of OE is being upgraded, and to what end result is being achieved, in a particular string - and be sure it matches what you are trying to do. Something that is valid in one approach may not work for another.
I provide the list, but as I said, I have no special knowledge, and cannot resolve conflicts in any of the strings below. Please don't PM me for answers - I don't have them in this arena. But I'll bet the folks who gave the good information below, do.
There is an excellent site that will answer many kinds of questions about differences in halogen, HID and Xenon lighting; bulb colors, whether a given type of upgrade is best, and the like. I suggest browsing it for general discussions - http://danielsternlighting.com/products/products.html
There is also a good discussion on the different types of lighting, including differences in reflector optics for different kinds of bulbs on Wikipedia - http://en.wikipedia.org/wiki/Headlamp
I hope the "experts" in this will add more.
Remove Unit: https://www.benzworld.org/forums/w220...eadlights.html
- and https://www.benzworld.org/forums/w220...ml#post5805690
which also has instructions for replacing a Xenon low beam bulb.
Remove Unit: Xenon Headlight Removal - MBWorld.org Forums
Remove Unit: removing 2003 S350 headlight assy -help!!! - MBWorld.org Forums
Recommendation for General Approach: https://www.benzworld.org/forums/w220...0-rebirth.html
OEM Xenon Upgrade
Halogen/Xenon/HID: Experiences with Retrofit Halogen (only) projector lights - MBWorld.org Forums
Additional Links: 2003 Head & Tail Lights - MBWorld.org Forums
Connector Mismatch/Autolevel: 2001 S500 headlight upgrade install question - MBWorld.org Forums
and a solution, https://www.benzworld.org/forums/w220...eadlights.html
Adapter/Connector Problems: $1000 For OEM Bosch 03-05 Headlights? - MBWorld.org Forums
More links, Adapter Discussion: Making 2003 Headlights Work On a 2002 w220? - MBWorld.org Forums
Adapter and Harness for Bi-Xenon (Great Pics!!)
: Adapter/Harness for bixenon headlight-part number? - MBWorld.org Forums
More on Adapter: W220 Facelift almost complete! - MBWorld.org Forums
HID to Xenon Upgrade (EXCELLENT Discussion): Some fact about HID/Xenon upgrade - MBWorld.org Forums
Xenon to Bi-Xenon Upgrade: https://www.benzworld.org/forums/w220...n-upgrade.html
Bulb Color (Color Temperature): Daniel Stern Lighting Consultancy and Supply
More on Bulb Color/Color Temperature: Removing plastic headlight covers - MBWorld.org Forums
Bulb Color Mismatch: Original Headlights NOW LOOK DIFFERENT - MBWorld.org Forums
Quality of Non-OEM: ebay retrofit headlights question - MBWorld.org Forums
Aftermarket Experience: https://www.benzworld.org/forums/audi...installed.html
Replacing or Upgrading Tail Lights: tail light install - MBWorld.org Forums
Clear Side Markers and Bulbs: http://mbworld.org/forums/s-class-w2...-lights-2.html
, especially posts 42-47; http://www.mercedesbenzwheel.com/mer...ights-172.html
for parts (may be dated; sources change, so use web search; ebay often has them). Lights can be opaque or crystal clear; in the U.S., bulbs should be yellow or else silver-coated to avoid egg yolk look, but should show yellow when illuminated.