You can install OEM Xenon projector headlights. Do a search on Alecto28. He confirmed my belief that you could also retro fit the self levelling system too. Expensive though as the headlights, new, are £695 each. I managed to collect a pair plus a spare over the space of 2 years. Was just about to start buying the sensors etc for the self levelling when I lost my job. Will be filling them and hooking then up to manual adjust in the meantime.
And now, I've finished my headlights too
I have new OEM gas-discharge headlights with the levelling sensors taken from a GT to save a little money compared with buying new.
Some of the wiring is already in the car; the long wires from the boot to behind the glovebox. I had to make up the rest of the wiring at the front of the car, which meant running three wires into the car for power, speedometer signal, and diagnostic line.
Interestingly, because my headlights were new, I didn't have to connect to Examiner to reset the zero position - it seems to have used the position of the sensors when power was first applied.
So - costs - my headlights were around $1000 for the pair (ironically, they came in from England) and the sensors/brackets etc. were $500 second-hand. $1500 - that's about £700 at the current exchange rate.
However I would say that compared to the projector headlights in a Mk2 FIAT Punto, these projector units in the 156 are a bit disappointing. There seem to be bits loose inside the headlight, as the beam pattern shimmers when I drive over bumps. There is also a really colourful and blurred cutoff (meaning the cut-off shield is not at the focal point of the light source) and finally, light spills out the top of the beam pattern on one headlight. Both these headlights were shrink-wrapped in original packaging. Goes to show, you can't trust new parts to be properly put together... I knew I should have taken them apart before I fitted them