I don't know much about the differences between the R33 series, I just know the S3 have HIDs.
Retrofit is well worth the effort. You will not believe the difference in light output until you see it yourself. You can get the Morimoto H3 projector, which are pretty easy to install compared to other options.
I've been through all this crap, buying different bulbs, HID kits and eventually doing the retrofit. R32 projectors are shithouse, worse than my R31 ones, so I was on a mission to get a setup that enabled me to see at night/during rain.
You can get a cheap kit off ebay, throw them on and drive around thinking you have better lights. Stop at a set of traffic lights, have a factory HID equipped car stop beside you and you'll see the difference.
If you don't want to modify, throw those blue plus 90 bulbs in. I found they do a pretty good job, put them in an N16 and N15 Pulsar (factory wires).
The N16 headlights (H1) 'responded' better to the bulbs as they have a better design than N15 (H4). I expect the R33 to have a design as good as the N16 as they both run separate low and high beams.