I haven't heard of anyone unimpressed by the improvement of Euro headlights over the 86-91 W126 US headlights. They're usually available as used originals (Bosch? Hella?) or new replacements made in Taiwan (Depo?). I haven't heard of any disappointments with the Taiwanese replacements. With the appropriate wiring and relay upgrades you can run 100watt or brighter bulbs and get more light on the road. Raising the wattage of the bulbs you use with US headlights does little to get more light on the road.
You typically the headlight assemblies with or without bulbs - H4 for the main beams, H3 for the white foglights and some 3 watt bulb for the optional city lights. You keep your corner lamps which you can convert to just turn signals for the full Euro effect.
US wipers don't align well with Euro headlights but it's only an appearance issue. You can get creative using Euro wiper arms and/or swapping the existing motors left for right but you won't get around the fact that US headlight wiper motors are set closer together than Euro motors. If you get a set of Euro motors, get a set of Euro valence panels as well or have a body shop modify your US valence panels. At that point, just have them close the holes and forget headlight wipers altogether. Other options are leaving the wiper arms off and fitting late W124 or W140 headlight wipers.