That's good to hear about baking soda. I've heard toothpaste also works well.
However, I've heard think if you don't put some sort of sealer on there, you lose the effect after a few months.
I also heard good things about the Turtle wax kit, which is often $7-10 (and has some sealer). That's the one I was going to pick up myself, but I may try the toothpaste or baking soda first.
I didn't know that aftermarket Gen 4 headlights were so cheap. It turns out you can get a set of headlights + corner lights on eBay for ~$70 shipped (don't know about the quality though).