Access to the foglight bulbs in the C-class is not easy. You must raise the front of the car and remove the forward portion of the fenderliner (about six bolts) which extends to the front bumper. It's the entire panel under each front corner. You also need to drop the forward end of the engine bellypan.
You can then remove the bulb which you will find is an ordinary 9006 bulb. There are no true xenon replacement bulbs available and I certainly would not advise installing those blue tinted bulbs which actually put out less light.
There is a bulb that is brighter and much whiter (still 55W and made by Osram Sylvania) ) which I installed in my 2001 C320. It's called a Sylvania Silverstar and really does provide some light from the fogs unlike the original bulbs.
You can read about them at www.sylvania.com.
There are also various 9006 bulbs in the JC Whitney catalog but no SilverStars.