Go check out HIDplanet.com and register for the forums there. Also, I bought all the supplies to retrofit projectors into mine from theretrofitsource.com, and they also have a useful forum. To do it right, you'll need anywhere from $200-$400, depending on what you choose to buy and what kind of deals you can get. I spent about $300 getting my Civic retrofitted with a plug-n-play HID kit and Infiniti FX bi-xenon projectors (the crossover SUV). You could spend a lot more if you went all OEM equipment though.
If you don't want to do it right, you could just buy a plug-n-play HID kit, slap those in, and blind everyone you pass for a lot less money. Good luck not pissing everyone off or getting pulled over though.
LEDs are not really an option right now. You'd probably spend more than your car is worth trying to get something like that to work.
Edit:
Basically here's the process:
Take some projectors like these...
and mount them into your headlights like this...
and you'll end up with something like this...
... A nice clean cut-off and all your light on the ground in front of you, not up in the trees and into the eyeballs of passing cars. I just finished this up on my car a couple months ago. I love it. If I had some extra money floating around, I'd do it to my gf's Avalon, and if I do, I'll take pics and post it up. I would have to swap to the '98-'99 headlights though, so they would be clear lenses instead of the fluted ones on her '96. The flutes would mess it all up.