If you want xenons, your best bet is to buy the xenons from bekkers.com. It is the entire BMW E46 xenon light kit (OEM).
This would include the ballast, the bulbs and the projector housing. Your dealer will also need to reprogram the car's computer so that it recognizes the xenons (otherwise the bulb out indicators will light up for both headlights).
If I remember correctly, each ballast is about $300. Each bulb is about $150.
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