I have HID and halogen. Having more than one light source is critical. I can't convey in words how much it sucks when your single light goes out for whatever reason. I'm a big believer in multiple light sources. One problem with the Baja Designs shell is how much weight you can mount on it. I have two ballasts and two little 55 watt halogen fog lights. That is really all the weight it can carry. The metal undershell thing that JAT has on his light is a much better solution for the weight. I tried to run one HID in the BD headlight and mount a second HID driving light, but the weight was just too much for the plastic.
I went with a cheapo HID kit and so far I've had good luck (knock on wood). I burned in each ballast and bulb for 100 hours before I put them on my bike. So far so good.
I don't think that I could ever go back to a halogen setup. I used to run 155 watts of halogen lighting and it just doesn't compare to even a standard 35 watt HID. The light is so much better. The HID and Baja Designs headlight reflector combo really work well.