you can, but most don't do very much. A lot actually decrease your range.
If you buy them, get Silverstars.
Now, if you want the super cool neato white lights, then you don't want halogen, you want HID, and that will cost you a good $400 easy.
Swapping the NA spec to ellipsoids helps more too. They start around $250.
<span style='color:gray'><span style='font-family:Courier'>1995 e36 3 Series RIP
1999 e46 3 Series BURN IN HELL
2000 MR-S Roadster= Current</span></span>