I've been using HID Bi Xenon in H4 Lamps for a couple of months now in my '85 500 SEL. Low beam is really excellent, although high beam isn't much better than before. Most of my driving is with low beam anyway, so there is no problem really.
The kit i've got used 'soft start' latest generation ballasts, so eliminated the need for additional relays.

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Ben

'85 500 SEL
'85 928S2
'88 560 SEC
'90 750i