Led are your long life upgrades to standard filament bulbs. Xenon lights are high intensity bulbs using different gas. HID bulbs are cheap sh/tty knock offs of proper xenon kits.
Regardless of whether you choose to buy the cheap stuff or proper kits, xenon kits need modified lamps to house them.
Not entirely true for all of this.
LED bulbs are good for replacing sidelights, but for headlamp/high beam bulbs, don't bother because unless you go for a 3500lm+ kit (£££), you're not going to see very far.
Xenon bulbs and HIDs are the same thing. OEM bulbs tend to use seperate ballasts and igniters but aftermarket bulbs tend to combine them into one unit. Cheap ones can be crap and not last long, decent quality ones are every bit as good as OEM. Don't use HIDs in your high beam as it kills the driver circuits very quickly.
HID/Xenon bulbs should not be fitted in reflector headlights. These headlights are not capable of focusing all the light from the bulb, so a lot of it gets spilled around the edge of the beam, causing dangerous glare towards oncoming traffic. Projector type headlights are a lot better, and a lot of people use HIDs in projector headlights as an upgrade. Technically speaking HIDs should be fitted with automatic levelling and headlamp washing systems when retrofitted, but a number of cars came without these additional systems, so most of the time a Police officer won't bother with these additional systems, and you won't fail an MOT if these systems are not fitted. The main issue is ensuring the aim is correct.
Mark 2 Phase 2 clios can be retrofitted with the xenon headlamp cluster from the RS models, they are pretty much plug and play. However try and pick up a pair in person as they have
VERY delicate linkages in them - almost all Ph2 headlights that get posted, get broken.
If you don't want to change to the Xenon clusters (they are a bit expensive), then you can get decent halogen bulbs which can be just as good as HIDs, depending on what you want.
If you want maximum output, try OSRAM Nightbreaker Ultimate bulbs.
If you want a cool blue colour, try Phillips Bluevision Ultra bulbs.
Hope this helps.