i thought about retrofitting dual bixenon when i next open up my headlights (which needs to be done to fix a small blemish), so that would mean fitting a HID projector into where the old style halogen sits cutting it out. or if you have facelift it will likely be even easier as you already have a hole there. If you look on some of the other BMW forums lots of people fit these into old style E30 and E36 headlights. It seems even with stock Xenon lights the light output is way under some of the newer cars out. I am not sure how legal dual xenon X 4 would be since technically it would have levellers, headlight washers as its sat next to the OEM xenon projector but is there anything that states you can only have 2 bulbs not 4?
http://www.youtube.com/watch?v=iFF2XoZJIBo
Not sure if its worth all the effort though, I imagine it would be nice and bright and still not affect oncoming traffic, but an idea....