That would be an entire thread...
On the cheap:
The stocker uses an H13 bulb which is a purposely weak design to save money; as a cheap alternative, there are much better (and worse) H13 bulbs. Phillips xtreme Power +80 is the best you can get and are generally less expensive than the sub-par IPF, Delta, Sylvania Silverstar, or PIAA bulbs that are popular these days.
Add a harness to the stocker and Xtreme Power bulb assembly to upgrade further and get more light. The stock system puts a strangle-hold on power with its PWM and light gauge wiring.
The best answer for headlights is a complete retrofit.
Rallylights.com can sell you an H4 kit that has Hella reflectors, bulbs, and a harness. It's easy to install. You can upgrade the bulbs to Phillips Xtreme Powers, Osram Rallye, Osram Nightbreaker, Narva Rangepower, etc. There are even naughtier bulbs that I can't recommend in good faith; again, stay away from childish bulbs like PIAA, IPF Fatboys, Silverstars, etc.
Daniel Stern Lighting sells Cibie reflectors, Cibie Z-Beams, and sometimes has a few Marchals that he'll part with. Marchal, like in Duesenberg and other high-end cars.
The photometry on these reflectors BLOWS AWAY the competition. It is remarkably easy to fool the human eye with lighting smoke and mirrors but you can't fool the meters...
Mr Stern will suggest (for all the reasons I already stated) that you add a harness and plug assembly to provide power to all this.
You can jigger-in a legal Valeo/Sylvania HID bi-xenon set of lights; $688 the last time I checked at SUV lights dot com. You'd also need wiring from Stern or Rallylights.
Or some Speaker 8700 LED burners; they come with H4 terminals; same about buying supplemental wiring.
For driving lights, I'm still sticking with the Hella 4000s for value. Wire them to come on with your high beams and you're golden.
My criteria for suggesting lights is an even spread of light so you're just as likely to see a deer jumping out as you are to see a sink-hole in your path on the highway.
CRI and SPD matter to me as well as warm-up time for a driver so I wouldn't suggest HID or LED; not yet anyhow ---- they're getting better all the time.
For offroad lights, I'm all over the cheap-n-stinky HIDs or nose-in-the-air LEDs. Take your pick and let your budget be your guide. Lots of light all over the place. Godlights. Burn the retina, lo and behold, all that.
For foglights? Do you really really need foglights? Not if you spend the money to put Cibie or Marchal headlights on already...
But if you really want dedicated fogs, Cibie Oscars are legal and work great. Not too expensive either considering.
I can't go into detail but, I'll be doing a little something in the upcoming months and will have some real numbers to throw around to compare some lights.
Science is our friend.