Xenons are a good buy, only be careful b/c the aftermarket ones don't have the auto-leveling feature. This could blind oncoming drivers. You should post this question over at e46fanatics. There are plenty of guys over there that have installed aftermarket xenons and they could let you know if they get flashed by other drivers.
Angel Eyes are nice too. There is a thread going on here concerning the group buy for them. Do a quick search and you should be able to find them.
Maybe clear corners to replace your orange reflectors. :dunno: