If you had the European head lights, you could replace the lenses, but you have the U.S. DOT head lamps, which are sealed.
They are also ugly.
The single most popular and best upgrade that you could do for your car is to purchase and install the European head lights. Many people on this site have done it, including me. The lights not only look better, but they put out an incredible amount of light.
Also, many people have installed the 500E style European lights, which put out even more light, and are chromed on the inside.
Here are two good threads that will help you:
500E E-code lights, anyone?
Souther Cali Meet up for Euro light install.