Yep... They don't make HID (Xenon) bulbs for standard sockets. HID systems require ballasts, a leveling system, and specialized reflectors/projectors as the bulbs produce a different light pattern than halogen bulbs.
If you're looking at blue-tinted bulbs that are marked as "Xenon" or "HID" or some other marketing gimmick, they're CRAP and should be avoided. That goes for Sylvania Silverstars, as well.
The most cost-effective upgrade is a set of CLEAR high-efficiency bulbs like Philips Vision Plus, GE Nighthawk or Sylvania XtraVision.