My driver side low beam headlight went out. Do I need to purchase a set and replace both at the same time? Or do I just replace one?

This is for my 2004 3.0 X5 with halogen lights. I see BavAuto has a set of PIAA xtreme for $75. Is that too much? Are they better than stock lights or the Silvania superstar?

The more research I do the more confused I get. Some people talk about Xenons, can those go in?