I was thinking about the same thing. I was reading through Osram's FAQ and doing some other research and found something interesting. The reflectors are different between cars with OEM Xenon HID bulbs and cars with Halogen bulbs. It turns out the orientation and position of the light emiting part of the bulb is different. So, putting aftermarket Xenon HID bulbs in a reflector designed for Halogens will produce a beam pattern that is not right. For that matter it may actually put less light on the road as the reflector would be out of focus.
There are always two ways to do things. The right wasy ($$$) and the wrong way. Just my $0.02. Right now I've decided to avoid the HID market and will go with better performing Halogens (they're of German origin, but not sure which manufacturer as my friend Dan is supplying them).
Can "xenon lamps" be installed in any vehicle?
"Xenon light" works on a completely different principle from conventional halogen headlight lamps. They need electronic control gear in order to operate, and since the geometry of the lamps is different from that of other headlight lamps, they also need special reflectors.
"Xenon lamps" can only be installed if the entire headlight is replaced. Please ask your dealer whether "xenon light" is available for your vehicle as an option.
In Sweden, all cars have the same reflectors. With or without Xenon. Actually, as Steve said once, the reflectors are made for Xenon, thats why Halogen lamps sort of give the "wrong" light image - very wide compared to other cars.
That doesn't mean that Mazda has done anything similar for the NA market. My impression from driving my M6 at night is that the beam pattern is not overly wide like it would be using the reflectors available in Europe. I've got an e-mail into someone who'd know if making one set of reflectors and using two different types of bulbs produces a beam pattern that is legal under DOT specs.
I want the OEM set up for a couple of reasons. First, I figure (I am guessing here totally) the OEM set up would fit the best. Second, if it looks OEM, when I go to sell the car, there will be a lot less questions.
Has anyone physically compared the housings U.S./Euro spec?
Yes, it's factory Xenons. It's standard on the 2,3 in Sweden. I'm not impressed by the performace, I think they don't performe better than the regular ones on our old 626. Maybe the Xenons are a little better, but not as good as I thought. The xenons are only low beam, not high beam, thats also bad. But, I can it looks much better! I don't have any camera at the moment, but I try to take some photos later.