As far as I understand it:
Halogen bulbs in Depos: crap
Halogen bulbs in OEM standard GTI headlights: Better
HIDs in Depos: Better still
OEM Xenons: Best
There are other options for Depos, like LED bulbs, which are apparently better than HIDs, but the bottom line is halogen bulbs in Depos (if that's what you're doing) is a no no.