The heat of the HID system is even less than Xenon or Halogen bulbs, so there is not much risk of heat damage. Watts used is also less while producing 2-3 times the light.

The main reason they are illegal is the fact that the aiming systems are often not set right and people get blinded by 'low' beams... creating an unsafe road condition.

They are around $300 a set if I remember the web site mentioned above.

The website above has comparison pictures... although they look photoshopped.