HID's are illegal unless the suspension is self-leveling... not quite sure how that works...
You can just put some decent philips halogen bulbs in your stock lights and they come up good. Only the older light plastic covers go yellow, the nice cars usually still look nice and clean. (its only the Series 1 GTS and GTR lights that go yellow, series 2 GTS are different).
You can put a HID kit in... not sure what i think of those...
The Series 3 GTR came with xenon's ... they are rare to buy 2nd hand, you can get them from yahoo japan sometimes, very rare that you'd get them landed here for much under 2k...
as for illegal to have lights that you can adjust thier level????? I doubt it since most cars have an adjustment on the headlights to get them set to a correct level.