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Out of the box, the stock A4 headlights are not bad, but Audi's lights have always been a bit on the poor side. This time, I finally did something about it. A shame it had to cost ~$1300 to get the euro-spec S4 lights, but it was definitely worth it. These particular headlights are known as E-Code (for Europe standards), so they are not DOT approved. If you wish to know more about headlight specs, I recommend hitting a few websites that will describe the difference (i.e. http://20v.org/light.htm or Daniel Stern's page ). I can not discern any difference between the US spec S4 light and the Euro S4 light though.
To give you an idea about the benefits of these lights vs stock, imagine this...you are in the far left lane of a 5 lane highway. With just the lows on, you can see 15-20 feet off the side of the road on the right side and about 10 on the left side. It could be a bit more as I have never actually measured. Quite impressive to say the least. The light these put out is also whiter than those of halogen lights, but it also has a blue-ish tint to it when viewed from head-on at certain angles. The beam pattern on them also has a very sharp cut off. There is line across the road of light and dark, not defused like a halogen. It was kind of strange at first seeing this line bob up and down with the car over bumps, but you quickly get used to it. Another added benefit of these lights is that in the rain and fog, you don't get as much glare back from the moisture. Fog lights aren't really even required with this setup.

When you get these lights from LLTek, everything that is needed is included, clear side markers, etc. Although they haven't been able to source them yet, the gyroscopes do NOT come with them. The gyroscope is the device that will enable the auto-leveling mechanism for the beams. This device isn't essential for running the lights, but it would be cool :) You can still adjust the beam the normal way. When you go to install them, you will need a torx screwdriver (30) I believe. I used a torx bit because of the location of the 3rd screw. It has very little room for a direct access to it. I put the bit on the screw and turned it with a small wrench then.

   The only other gotcha with installing them is there is a little tab the light sits in that is toward the center of the car side. It will become obvious once the light is removed and you look for it. It is round and is at the bottom of the light and faces the center of the car. Make sure when you install the xenons that that tab goes into housing otherwise they will not fit correctly.

    Also, when you install these, the city lights on these are not powered. Now you can do this a variety ways. I don't think it makes a whole bunch of difference with them on, but the easiest way to run them is just to swap wires from the OEM fog to the other spot in the connector for the European city light. That way, when you hit your fog lights now, you have parking lights. The Euro-HIDs do NOT have the fog lights like the OEM light, but IMHO, you don't even need them. Another xenon and fog light owner said it only made a small difference at the furthest corner of the road.

   If you decide to hook up the city lights this is what you can do -- remove the connector from the headlight. You have to push in on two little plastic tabs that are just at the edge of the purple connector that the wires go into. They are almost flush with the connector. Don't confuse them with the large purple markings on the outside of the connector. Once you press both tabs in, pull on the wire that you want out and it should pop right out. Note that all of the wires may slide out a little. To reconnect it, push all the wires in as far as possible and press in on the outer tabs that popped out when the wire was removed. This locks the contacts back into place. If the extended buttons won't lock back, that means that at least one of the wires is not fully inserted into the connector. And that's it! If you want other ways of powering the city lights, I recommend digging through the archives at www.audiworld.com

Here is a shot of the light without the clear corner. The box sitting in front of the light is the step-up transformer. It generates something like 100,000 volts. Use extreme caution when handling.

As a side note, after Eric Stallworth rode in my car, he was impressed with the PES kit, but couldn't stop talking about the lights.
I was once pulled over for speeding 10 over and the officer mentioned how bright the light was. He asked me to flash my brights and then he OK'd me. I went on to explain they were the new xenon lights like the Porsches, Mercedes, etc. are running.

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Now other Xenon owners have reported "problems" with the law. I know of one poster on the A4.org forum who got a ticket for "blue" lights not being legal. Someone else came back and mentioned that the law in that state and in some others, xenon lights will be acceptable even if not DOT approved. I'll leave the investigating up to you to find out if they are or are not. Personally, I don't care if they are not. S4, A6, A8, all have them and now the new A4s will.