I paid many bucks (about $1K) for Xenon lights on my '96 E Class and was a little disappointed. I got my new C240 about two months ago, and I wouldn't change anything about the lights on this car. They are the best lights I've ever had on any car, period. And that includes my Euro lights on my 240D which are great.
I think, although I don't know for sure, that they are finally letting us have the same lights here that are put on the European cars. If the Euro lights on these cars are any better, they would probably require a locomotive license in the US.
I live way, way out in the boondocks and good headlights are very important to me. I drive 20 miles one way each day, almost always in the dark on winding, narrow paved farm roads, they are fun, but I find myself dodging deer, other wildlife as well as escaped livestock. For this reason I feel that I have a good bit of experience with headlights.
My advice, don't touch those lights at all. Leave them just like they are and enjoy knowing that there aren't too many sets of headlights that are any better. The fake Xenons actually emit LESS light.