The 1992 S500 is a W140 is actually 500SEL. It seems like W140 did have HID headlight as an option in 1999 so if you do find a 1999 S500/600 with HID, you can install it into the 1992 with no modification or small one.
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I would search junkyards and dismantler for used units. You can try call Bekkers Import to see if they can still get them new for you... Expect to pay $2000 for anew set.
Bekkers.com
Cheaper way? Yeah, I know what you mean and I do that too... changing out the headlight lens would help quite a bit... However, each lens is around $110 each. So I would try to clean the inside and outside of the lens to make sure it is crystal clear or if the glass is too chipped or hazed, no choice but to buy new glass. My car had one old and new light when I bought it... and the light difference was huge... clear and hazed/yellowed... because one side was replaced.
Then change the light bulb to H4... it can take H4 bulb All about the bulbs... study carefully... especially the lifespan of the so called better bulbs...
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I would use the Osram 85/80 bulb instead of the normal 60/55 bulb. More light on the road. The Mercedes wires and existing fuse can handle the higher wattage no problem. No need for extra relay because Mercedes has dedicated high beam low beam left and right circuits whereas other cars tends to combine them so that it has less capacity.
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Again, the bulb upgrade is useless if the headlight lens is in bad shape. You will only distract oncoming cars rather than seeing more light on the road.