Xenon lights are pricey to fix, shouldn't have checked the option box if you didn't want to fix them. Light builbs for my friends W210 with normal headlights are like $15.
But W210's seem to burn through light builbs quickly, don't know why. At least they are cheap and simple to change.
The SDL was burning through tail lamps for a bit, so I changed them all at once. So far this is working!