You can retrofit Xenons in an X5 with halogens. You just need a Xenon HID kit which is basically the bulbs, holders, ballasts and associated wiring. Am going to be doing this mod on my 2003 X in the new year (that's if I can prise the headlamps apart). The lenses don't need to be changed but I'm hoping to reproduce the 'OEM euro clear with Xenons look' which is basically the halogen unit without the clear/amber plastic side diffuser and plastic front lenses but with the addition of projectors for the dipped (xenon) bulbs.
I have adaptive lights so this mod would be cheeper than replacing the complete units with adaptive stock xenon units.