I've upgraded my LE's headlamps by installing a set of bi-xenon projectors which I removed from a pair of Mercedes W211 (2003) E-class headlamps I bought on eBay. Hopefully this'll mean I can see in the dark without resorting to main beam.
Here are some pictures. So far I'm absolutely chuffed to bits. Especially good is the fact that I have taken great care to make sure it's all plug and go - therefore completely reversible later, if necessary.
E34 Xenon pics
This picture shows OS Halogen, NS Xenon:
No OBC warnings either, so the Check control either doesn't know, or doesn't care.
It took about two weeks to research, design and build the first headlamp (new housings were used) and about 40 minutes to build the second.
The rubber stuff you can see sealing around the headlamps in the pictures is 140/80-18 Motorcycle innertube.
The installation of the lamps was easy, they're only minutely longer than the halogens I removed, so no modifying the car. Removing the E34 centre grilles/nose panel was a bit of a pain.
I chose to replace the main beam lamps at the same time, the old ones were knackered with pitted glass and yellowing reflectors.
Total parts cost was just over £250.
With the bi-xenon feature, main beam looks like this: