Thanks to everyone in this thread
http://forums.vwvortex.com/zerothread?id=1183244 for the photos and instructions on how to change a halogen bulb in the headlight assembly. The reason for this project was to obtain a closer match of color between the xenon and halogen bulbs when high beams are on. Note: mine is VAGed for the Euro headlights so both the xenon and the halogens are on when high beams are activated.
You can also read about changing fog light bulbs here: http://forums.vwvortex.com/zerothread?id=1241457
I changed my 55w OEM halogen bulbs to H7 70w Hoen xenonmatch Titanium bulbs. They can be purchased here: http://www.hoen-usa.com/ti.htm. After some research, I have determined that the increased wattage from the OEM 55w bulbs to the Hoen 70w bulbs should not be an issue. The total wattage per headlight assembly 105w (35w xenon + 70w halogen) is still less than the standard headlights that have two 55w halogen bulbs (110w total per side).
The process can be a little tricky if you don't know what to look for and/or expect. This is particularly true for removal and installation of the headlight assembly. Hopefully these instructions and photos will help.
1. Remove the side engine cover panels (if you have them).
2. Get the headlight crank tool from the spare tire storage compartment.
3. Insert the headlight crank tool onto the hex bolt. With one hand, push lightly on the front the headlight assembly to release the tension and start to twist the crank tool toward the "open" arrow. (This is all about feel, so don't force anything.) Continue to twist until the headlight assembly partially pushes out of its socket.

Note: The following two photos are to illustrate what happens when the cranking tool is twisted. The chrome bar in the two photos below is what is being moved when you crank. Going too far will break the assembly.
This photo shows the position of the chrome bar when it is partially closed. It will continue backward until it locks into place when you reinstall the assembly.

This photo shows the position of the chrome bar when it is in it's open position allowing the headlight assembly to slide out.

4. With a long straight screw driver push down on the release clip. There is a small hole in the radiator bulkhead to access the clip. (The access hole is shown in the first photo at the upper left center.) While pressing down on the retaining clip, use your other hand and pull the headlight assembly out a little more. Once you're beyond the clip, you're all set to remove the assembly. Grab it on each side and just pull straight out. There are no cables attached.
5. Once out, remove the large rubber cap on top of the headlight assembly.

6. The inside will look like this. Remove the wire harness from the bulb, unfasten the retainer clip, and pull the bulb out. The inside looks like this.

7. Reinstall the new bulb making sure not to touch the glass portion of the bulb, refasten the retainer clip, reattach the wire harness and replace the rubber cap. Make sure you have the rubber cap on tightly all the way around.
8. Replace the headlight assembly back into its cavity. Make sure that all the tracks line up so it slides in smoothly. Look underneath the assembly for the two rails on the bottom side.
9. Slide the assembly back into place until you hear a small click. Once you hear the click (retainer clip), with one hand continue to apply light pressure on the front of the headlight assembly and start twisting the crank tool to the close position. The crank tool will pull the headlight assembly back into the cavity easily. With some force, continue to twist the crank tool until you hear a rather loud snap. The snap means the headlight assembly is locked into place.
Here are the results.
Xenon & 55w OEM Halogen

Xenon & 70w Hoen xenonmatch Titanium

Driver's Side Modified / Passenger Side OEM Comparison

Both Sides Modified / Project Complete

Now that night has fallen, I had my first chance to really see the difference and let me tell you, the difference is awesome. You can not tell the difference in light color between the xenon and the halogen bulb. I highly recommend the Hoens. Here are some night photos. (Note: the spotlights off on the right side of the photos illuminating the barn are 100w halogens.)
Xenons Only

Fogs Only (yellow bulbs)

Xenons & Halogens (note: no color difference)

Modified by bravocharlie at 11:02 PM 2-20-2004