You can fit so called "xenon" bulbs in normal halogen car lamps, these have a higher light output and as far as I am aware are fully legal. They do make a difference compared to normal halogen bulbs but they can have a far shorter lifespan (1000-1500hrs compared to 5000-10000hrs). They are nowhere near as good as a proper OEM Xenon system however, you are looking at about 8-10% improvement in light output. OEM Xenon systems meanwhile have a far higher light output than these and give a whiter light, the "Xenon" style halogen bulbs are tinted blue to mimic this but it isnt quite the same.
You can get aftermarket HID xenon lamps for cars and bikes...however, these are illegal to use on road...your car can fail its MOT and if you are stopped by the Police they can nick you for having them (if they actually notice). An HID car lamp is about 40% brighter than a Halogen and, if its a 35W system or higher as most are, needs to have an auto leveling system and headlamp washers to prevent light glare to other road users. There are some new 25W systems ( as on the new Focus) which dont need these as they are lower power.
There are a lot of aftermarket cheapo HID kits now available from China (you can get these on Ebay BTW...they tend to be branded as Hella, Valeo etc but, er, aren't)...these work (well, kinda sort of) but can have some rather "interesting" effects on your cars ECU, we've had lots of reports of cars having, for example, the windscreen wipers going off when the lights are switched on due to crosstalk. Oh, they are also not ECE or DOT approved so are, of course, Illegal...there have been some fires as well...well, you pays your money and makes your choice.
This will be a bit irrelevent soon as a lot of the car manufacturers are going to full LED systems in the next decade.
Geez I know far too much about this having spent the last 4 years designing these things...