i don't have JDM or depo headlights. i have the depo corners with the DIY jdm style lights (read my post made recently about the DIY conversion + depo corners)...

if you are paranoid about the depo lights fogging up, you can goto any hardware store and get silicone sealant. get 100% silicone sealant, and check the back to make sure it is suitable for use with plastics. once you get it, remove the metal clips around the headlights, and run a small amount of silicone around the edges, where the clear plastic meets the rest of the housing. this will help ensure that the seal is secure. you can get sealant thats rated to be used at a high temperature, but the area its going to be used around probably doesn't get that hot, so i doubt it'll matter.