Welcome to the forums.
Many people buy those:
http://cgi.ebay.com/ebaymotors/ws/eBayISAP...bayphotohosting
I don't know how good they are, but they are certainly better than the factory ones. The next step up would be a HID retrofit, but that would set you back a many many hundreds of dollars.
I feel your pain though, it's like having candles light up your path especially on rainy nights.
btw. I don't think I've heard of anyone else in the USA that has a 520i... you might be the only one