guys there's big differences between what you are talking about.... and i think confusion has set in!
xenon bulbs (philips H7's) are simply normal headlamp bulbs with xenon gas inside them... they burn cooler in the colour spectrum therefore get closer to daylight rather than the yellow of halogen lamps.
The other xenon lampspeoplehave been talking about is the High Intensity Discharge (HID) lamps... these are a complete different kettle or lamp

altogether!
Thes HID bulbs require a choke likea Fluorescent strip light to start them to create the arc within the bulb... these bad boys are the best to have but are not street legal if fitted after factory (as mentioned above self leveling & washer jets).
AllHID units look like they are behind a lense, its the only way to focus the light from the arc unit... while H7's can be behind a lense like the old ford puma et.al - but normally they are clearly visible via the headlamp.
HID conversion kits will be upwards of £300 for a good kit - be warnedyou will get stopped by plod if they are bored as these kits tend to dassle on coming traffic!
For simplicity i would opt for the philips 80% xenon bulbs...