Technically speaking, and if you take the law at its word, retrofitting a HID conversion kit into your existing headlights is ILLEGAL. The primary reason for this is that it invalidates the E-Mark of the headlights which was obtained and applies to the headlight unit and the original lightbulb for which it was designed. In our case it means halogen bulbs. E-Marking applies to the ENTIRE headlight unit (ie, the housing and lightbulbs). Therefore, if you change the halogen bulb for a HID bulb you are altering the way the headlight works and thereby invalidating the E-Mark which in turn is against the law.
However, in practice, companies (such as myself) are allowed to continue selling HID conversion kits so long as they are clearly marked "FOR OFF-ROAD USE ONLY" (which is what I do in all my advertising). I have personally operated my Zed with HID's for over three years now and (a) have never had a problem at MOT time and (b) not been pulled over by the police on account of my headlights.
The other part of the law concerns NEW vehicles which come onto the UK/EU market with so-called Xenon headlights direct from the manufacturers. These MUST have self-leveling systems and washer units in order to be considered LEGAL. Their headlights will have an E-Mark based on the headlight unit and HID bulb in it. If you were to change the HID bulb to a halogen bulb then that would be illegal as well - go figure!
What is of utmost importance when retrofitting HID kits to your car is that you:
(a) check the headlight alignment after installation (99% of HID converted headlights will be aimed too high due to longer bulb changing the focal point of the projector lens), and
(b) keep both the INSIDE and OUTSIDE of your headlight glass (and projector lens) clean.
With regard to point (b) above, dirty headlights will scatter the light emitted by the HID bulb and cause glare to oncoming drivers. Remember, HID bulbs burn approximately 300% brighter than the brightest halogen bulb so the potential to blind oncoming traffic is significantly increased with HID equipped headlights.
Now for the colours:
4500K: pure white (mostly fitted to new cars as OEM equipment)
6000K: white/blue (most effective upgrade when retrofitting)
8000K: white/purple (less light output than 6000K kit)
10000K+: purple (even less light output than 8000K kit)
I have been selling HID kits for over 3 years now and only sell the 6000K kits. If you are worried about being pulled over by the police on account of your headlights I would STRONGLY suggest you DO NOT fit 8000K or 10000K kits as these are far too purple and will be picked out by the police or MOT station. Also, there is hardly any benifit in fitting the 8000K/10000K kits as you won't have any more light put out onto the road than with the stock 55W halogen bulbs.
Furthermore, for those of you worried that upgrading your headlights with HID's will melt the wiring harness - it WON'T! Stock halogen bulbs consume 55W of power, HID's consume 28~35W of power once warmed up. The initial current and voltage require to ignite the bulbs is significantly higher but is completely regulated by the ballast. The car-side wiring loom never sees more than a 55W draw and so will not "melt".
HID conversions are more suited to cars equipped with projector style headlights than reflector style