You can simply swap the hologen headlights for Xenon lights, however these wont be legal. I have done it on mine and sooner or later im going to have to swap them back to hologens or do the retrofit kit. They also seem to have mixed results, the wiring lomb installed in halogen cars does not support the Xenon units, and i am convinced that the Xenon wiring lomb supplys additional voltage to the ballast in some way, (as well as the signal for the auto levelling) I only say that becuase the light from a car with Factory fitted Xenons seems to be allot brighter and bluier than a car factory fitted with Halogens and just fitted with xenon headlamps. A mini fitted with Halogen lights appears to put out slightly less than 12v for the bulbs. I dont think this is enough for Xenons which step 12v to 35,000v to get the burner to fire. And therefore doesnt supply enough to make the Xenons work to their full potential. (maybe this is stepped up to 12v or more when you have the programmed, or comes via an additional 5v or 12v supply from the xenon wiring lomb) I've looked at the BMW ballast and its a hell of allot more complicated than a standard off the shelf ballast.
If you are serious about having Xenons on a car that has halogens fitted, just buying the headlights is a waste of money. unless you get them mega cheap. YOU CAN NOT SELL THE CAR WITH RETROFITTED XENONS THAT DO NOT HAVE AUTO LEVELLING OR WASHERS. It will also fail its first MOT, and might be picked up on my BMW at any service.
RE: headlight washers, i have always been under the impression that in the UK, you have to have them to make Xenons legal. but you go look at a UK spec Mitsubishi Evo, you try to the find the headlight washers!
Buy the retrofit kit from BMW + headlight washer retrofit kit. The kit is designed to be as easy to fit as possible and shouldnt require a huge strip down (BMW wants to spend as little time as possible in fitting this, so they are not going to make it ridiculosly complicated) - Its not as expesnive as you think it is, it actually works out to be cheaper to buy a retrofit kit, than a set of Xenon headlamps if i remeber correctly.
If i remeber from the retrofit instructions, it involves fitting the sensors over the front and rear axels, running the wire under the car, through the dash board, plugging some wires into the BCM, also running wires from the headlights back to the BCM (although getting the wires back though the bulkhead behind the brake thingy or whatever looks itneresting) plugging some fuses in, and then getting the car programmed. (more or less the same story with the headlight washers)
My intention is to buy the retrofit kit, fit it myself and get BMW to program it. As the labour will make the kit not worth doing.
On a newer spec car, BMW will advise you to trade the car for one with Xenons.
Rob