I am currently running aftermarket bulbs which are a little on the illegal side of high wattage, and I still think my lights are pretty poor - they're better than they were, but by no means are they great.
I am convinced that the only way to go is to have proper HID headlamps.
I was chatting about this to a buddy of mine yesterday, who has fitted an aftermarket set to his Astra Turbo Cabriolet. This is the second set he has fitted, after he did the same to his MY01 Imprezza (to get rid of its bug eyes!!!)
Apparently aftermarket kits are only legal if your headlamps are self levelling and you have headlight washers in place also - some thing to with refraction of light from the lense, I'm not sure, but anyone who spends ?400 ish on a kit and does so without headlamp washers in pace risks getting busted.
On the plus side, they give awesome, awesome light and look teriffic!!!
If you want to see what your options are, check out
http://www.brightheadlights-hid.com/Xenon-HID-Catz-Lights-Kits.htmreally great kits, very easy to fit