well, what do you mean by "xenon"? There are xenon/halogen bulbs that are xenon, but are not HID. High INtensity Discharge is what you see on the newer BMWs w/xenon. The ebay cheap ebay bulbs just have the gas and light up a slightly different color. To upgrade to HID, you need to buy an HID kit. You can also upgrade to ellipsoids, but you do not have to. my HID kit is from proxenon.com. $400 for 5000k color temp and 3400 lumens. For euro-spec ellipsoid projectors (reccomended), you are looking an addition $250-500. Installation is unplugging current bulbs and plugging in the new unit.
<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>