Well having had the car for nearly two years and the winter coming in I got immensely annoyed at the poor quality of the lights.
So as the story goes.... I went for an MOT and the car failed on the lights, the adjuster mechanism inside the lights were broken, on both sides.
Are you aware of this issue, it effects every facelift M5 at some stage or another, basically the headlight innards are made of plastic and become brittle and break, so the whole inside of the light isnt attched to anything and wobbles around or just points downwards all the time.
BMW dont sell the parts, the only sell the light at 400 +vat each! but you can buy aluminium replacement parts off ebay and use a heat gun to take the light apart and replace the parts for around 30 pounds.

Anyway having done all that the car passed and the lights were better but still not as good as they should've been, so i did a bit more digging and found out that the most effective xenon temperature is around 4300k, BUT most manufacturer dont fit these bulbs in high end cars, they fit higher temperature bulbs that look blue so that it "looks" expensive and thats what people have come to associate with these types of cars.
So anyway, got onto ebay for a replacement set of bulbs, for about 20 quid posted, the ones you need are caled D2S, you cant buy them in halfords or any other regular auto store, not here anyway. Dealers sell them but they want about +50 quid per bulb.

If your changing the bulbs id remove the whole headlight, its much easier and it actually quicker than fiddling and breaking something.
Heres a couple of supporting pages.
http://www.hidplanet.com/forums/show...5000k-vs-6000k

http://www.autobulbsdirect.co.uk/Xenon-Bulbs.html

Hope that helps.

**Also forgot to add, the lights aren't yellow, they're more white now, lower temp bulbs like 3000k are the yellowish ones.