don't fall for marketing! eeek.
the advertised cheap 'xenon' globes are NOT genuine xenon (gas). instead, they are tinted halogen globes that give a 'xenon look' to the light (bluish tinge). they are chalk and cheese.
xenon-look, quality halogen globes can be an improvement on regular halogen globes which appear less bright and yellowy. globes like osram (as above) and philips Blue Vision or Vision Plus can be good.
but these are not a patch on proper xenon HID lights. these are expensive because it's not just a globe you a buying. it's an entire system:
*different light housing (though it may be similar on the 159 between halogen and xenon)
*automatic, self-levelling system: required to minimise glaring oncoming traffic; sensors are fitted to the front and rear suspension to determine the pitch of the car, then feed to electric motors in the light assemblies to adjust the angle
*headlight washers: in australia at least, this is a regulation/requirement for xenon lights, to also reduce glare by ensuring you can keep the front lens clean
*wiring/electricals: xenons are high voltage, so require 'ballast' which is a high voltage inverter to convert 12V to 1000s of volts to start up your xenons
so it is far from just a globe change. but the improvement in lighting - IMO - is great, and if you can afford it, you won't look back.
try a 'search' about xenons, there lots of info in the forums already, about the globes and differences. also, once you commit to normal halogens, you cannot feasibly upgrade to xenons! it is too late by then, unless you want to outlay the enormous cost of the above setup.