Bulbs can be improved by several different means. Cleaning the lens and the chrome reflector are two that can make a big difference, as already mentioned by Scott.
Next stage is to improve the amount of current that flows to the bulbs. The current wiring will be some way past its best, and will present a significant resistance to the flow of current. Bypassing it will help quite a lot. This is best done by wiring the bulbs directly to the battery (or the battery terminal in the engine bay if you have a battery in the boot), and using the existing wiring to turn on some relays, which then turn the lights on. This is very easy if you are familiar with relays and will help the output from the standard bulbs by a good chunk. Parts for this will cost perhaps £30, as mentioned, to do a good job. If anyone is interested then I can post a simple circuit diagram on here.
If you have done this then you can also consider some brighter bulbs. Standard bulbs are 60/55w (meaning that they are 60watt on main beam and 55w on dipped. Dipped is not a lot less bright than main beam but appears dimmer as the light is less focussed.) You can go as big as you like (or can buy), up to about 130/100w (although I am not sure on the legality of this path - check before you go fitting such bulbs.)
Note that just plugging bigger bulbs into your standard wiring harness will work but is NOT recommended as they will draw proportionally more current, which your harness will struggle to carry, and it has every possibility of causing a fire. If you want to fit bigger bulbs you NEED to uprate the wiring first.
I have uprated the wiring on my S2 and it helped a lot. I may look into some brighter bulbs this winter as well.
HID's are a different game altogether - I don't know anything about them.
Oli.