There are a few options apart from paying out for a full HID kit if you just want a classy blueish look. The start is to get some PIAA led sidelights, this will remove the yellowy effect from your headlights. There are 3 types, one with 2 blue leds, one with 2 white leds and one with one blue and one white, I had this combo previously. These are about £20, or you could go for Piaa Teras which are £40 but are very very bright. I currently have these on my 182 and go very well with the Xenons.
With regards to bulb choice, Ring Sportz blue are very cheap and very bright (rated 80/100w). They arent street legal, but I ran these on my car previously and never had a police officer say anything. Its your choice.
Another option if your feeling flush is the Piaa Plasma Spark Blue (approx £70) but well worth it and they last for ages too. These give off a lot of white light (most useful), but also have a distinct blue tinge even when your lights are off, not tacky but classy.
Only limited by your budget, but you definately get what you pay for, dont be tempted by cheaper sidelights etc, they just blow withing a week or so and you have to buy all over again. I would highly recommend going fully PIAA. Check out
www.priracing.com.
Excuse the shakyness, but this is how the Piaa led sidelights looked on my old saxo (one blue one white led).