It depends. If you're talking about the lights on new Audis, BMWs, Mercs, and Acuras, be prepared to spend at least $500. They work on a whole different technology than standerd halogen bulbs.
If you want to get the cheaper alternative, get at least Sylvania Silverstars. They're white, not blue, and you can actually see the road when using them. Most of those dyed blue bulbs put out about 75% or less light than standard bulbs... they only look brighter cause they look different, and thus stick out to your eye more.
But what you need to do is find out what kind of bulbs you have. Then, go to an autozone/kragen/whatever other auto parts store, and buy matching pairs of what ever bulbs you have in your car. Then, it's simple. Open the hood. Pull out the old bulb by turning couterclockwise on where the power cable plugs in. Take off the power cable and set the bulb aside. Get the new one out of the package, and don't touch the bulb with your fingers (Skin oil will cause the bulb to explode when it gets hot... it's a smart idea to wear rubber gloves). Fit the bulb back into the appropriate slot, then plug the power cable back in. Repeat 3 more times, then you're done.
Oh, and on your other post for a tire alignment, take it to a shop. It's a lot easier that way,