Xenon filament bulbs are like halogen bulbs but filled with xenon gas. They are about 70-90% brighter than halogen bulbs and it's a straigt swap when it comes to changing.
Hid conversion kits on the other hand are filled with xenon gas but no filament. These kits also have a ballast (a block of electronics) which sits outside the headlight unit. Fittings these kits requires u to drill a hole in the back of the headlight cover for the wiring. It may seem like hassle but 3 times more light on the road is the reward.
Kits range from £70-200. Mine were £160 as I wanted jap quality. Rule of thumb the more u pay the better the quality of kit.
Xenon filament bulbs are about £35 a pair