There was a new law instituted around ... oh ... November of last year I believe that banned all automobile lights that do not have filaments inside of them. That means plasmas and xenons and HIDS ... basically all aftermarket lights that are actually worth buying, are now illegal. There are other laws that also make various aftermarket lights illegal, such as HIDS at 9300 Kelvin which appear bright blue. Any color that deviates noticeably from white or candle yellow are illegal. Other such things. So depending on what you buy you might get in trouble in more than one way ... or possibly could.
So basically, if you're going to buy aftermarket headlights anyway, go all out. The cops won't pull you over unless you forget to turn off your brights when they come around the corner, or they might fine you if they already have you pulled over. You might want to ask the dealership if they could install the lights for you and give you a slip that says that these lights were installed by them so that it's a little more official if something does happen. But cops know cars, that's their job. Don't insult them by trying to tell them that the car came STOCK that way.