Xenon (note the X) is the type of gas used inside the bulb, and generally gives a slightly whiter light and more perceived output over Halogen.
I'd really recommend the Halfords Super Brilliance ones that are on buy one, get one free - they make a big difference and are easily as good as the other 'premium' bulbs I've tried.
The most crucial thing is that you stick within the standard wattage. Don't be tempted to run higher wattage bulbs - all this will acheive on a modern car is melted lenses, reflectors or water ingress due to higher temperatures melting the sealant.
Also, you'll blind people, irritate others on the road and fail your MOT

Cheers,
James