I got my HID kit after burning them with aftermarket bulbs too
Bought them on ebay for 120 bucks shipped
So far, its working flawlessly

 

Word of caution when purchasing any HID kit - make sure you purchase a kit that comes with a wiring harness. The XenonDepot.com kit comes with a wire harness and so do some of the ones from Asia but some don't so you need to be careful.

Kits that I happen to know do not use a wire harness:

Goldeneye, HID Cool, Techone, McCullough.

There may be more brands that don't but those are the ones that I have seen.

The wiring harness allows you to bypass your factory electrical system so the ballasts are not powered through your factory electrical system nor is the power being routed through your factory fuse box.

 

Don't buy the PIAA bulbs. Seriously at $60-80 a pair they are not worth it. I had two sets of PIAA's back in the day on my old car. The freaking bulbs died after 5-6months! You can buy a HID kit that will last you a long time for around $150-200. HID's don't burn out like a halogen bulb. Halogen bulb life = 300-500hrs. HID = 3000hrs+. See what will fit your needs in the long run.

I voted for the cheap bulbs because if you do plan to stay the halogen route...it's better to buy $15-20 bulbs if you gotta replace it every half year or so.

 

I also learned the hard way on my 1st Lex, cheap bulbs suck and just burn through the wiring harness.

 

Easy. The incresed current is larger than what the wire can handle. The stock 9006 bulbs are typically rated for 55W. Engineer's will build in headroom and the wire itself is probaly good for about 75W. If you notice, the gauge of the wire is the same for the low and high beam 9005 bulbs which are rated for 65W.

Since the source voltage is the same 12V, the wire's resistance is the same, but the bulb (Say 100W) puts out more power than a 55W bulb, the only way for that to happen is for the current to increase. When too much current passes though a wire it will melt. That is how a fuse works. The fact that the bulb was a cheap foreign made bulb had nothing to do with the melt down. Any 100W bulb will do that. The cheap bulb might just burn out sooner than a well made name brand bulb though.