There's a reason why MB charges around $1200 for this option. Here's some info from www.legend.org, regarding Xenon and "look-alikes":

Can't I just replace the stock Halogen bulbs with Xenon lamps?

No. Standard 12V automotive power sources are incompatible with the HID light source. The standard halogen bulbs run at 12V,
while HID lamps run at approximately 25000V and require several amps to start up. The additional hardware that comes with the
kit is needed to convert your car's 12V power source to drive the HID system. The connector is also totally different from any
automotive halogen bulb connector.

I've heard that Wagner sells Xenon bulbs for $9, and that they are direct replacements for the
stock Halogen Bulbs. Is this true?

Yes and no. The $9 Wagner bulbs sold under the name of "Wagner Xenon BriteLite" simply Halogen
bulbs that are a little brighter than stock. Since they are still Halogen bulbs, they have the yellowish tint
from Halogen, rather than the whitish blue that HID provides. If you compare them side by side with
HID, then you will see a big difference, with HID giving off a much whiter clearer light. The Wagner
bulbs are Xenon in name only, and are far from the real thing. Other manufacturers also make specialty
bulbs that may have Xenon in the name, but are not true HID. The picture at right shows a real HID light
source. Note that instead of a filament, there is a capsule of gas between the two terminals. If you see
someone selling Xenon bulbs, and are wondering if they are true HID, it should look something like this.
If they're $9, and they are the real thing, then let us know where you found them, and immediately buy
the entire stock.

What about those "ion blue" or "diamond blue" Halogen bulbs? I've heard that they are just like
Xenon.

Right now, "ion blue" or "diamond blue" Halogen bulbs, produced by companies such as Heliolite and Stargate, are all the rage
because they promise to look like HID for a total cost of roughly $35. The bulbs themselves are standard Halogen bulbs that have
a purplish-blue coating on the surface. Do they deliver on their promise? Unfortunately, the answer is no. The light they give off is
bluish-yellow, rather than the white of HID, and in some of the standard wattage variants (55-65W), are dimmer and provide less
visibility and coverage than stock. The higher wattage variants appear as good as or slightly better than stock, but in reality are not,
and cannot begin to compare to the brightness and clarity of HID. On an HID lamp, the purple tint you see is a by-product of
normal operation and the actual usable light that you see on the road is pure white. For the blue coated bulbs, the blue light is the
primary light. In essence, on a blue coated halogen bulb, you are filtering out all light wavelengths except the blue, which makes
for very poor performance, because wavelengths other than blue are the primary light that halogen bulbs produce. When viewed
side by side, the HID is clearly superior. These blue coated bulbs are also not approved by any regulatory agency, are definitely
illegal, and will attract police attention. We have heard of many cases of equipment violation citations being issued because of their
use. In contrast, Xenon HID light sources are U.S. D.O.T. and European E-Code compliant. With a large number of cars sporting
the blue bulbs, they also don't provide the uniqueness of HID. In short, when comparing these bulbs to HID, the old saying applies:
"You get what you pay for."