I got a full set of dip beam, main beam and side lights xenon bulbs from these guys on ebay. £9.95 + £2.99 delivery for the set. Very good deal and the xenon side light bulbs really make a big difference to the appearance, giving nice white side lights to match the head lamps colour.
http://stores.ebay.co.uk/ACEparts-Performance-Lighting
Just for reference, Halfords wanted £14.99 if I remember correctly, just for one of the headlamp bulbs!!!