Thanks for all the interesting comments and discussion. Who would have thought such a simple question could make for a good thread.
Clearly using LEDs in current headlights is not on. Replacement full headlight units are so expensive so it's probably try some uprated halogen bulbs. The limitations on hours life is not a problem for my car.
Conventional reflectors are designed for halogen bulbs, not for LEDs that have different characteristics. Some LEDs might go well, others not. The authorities will not allow us the choice, because in some (many?) cases the result of a LED in a halogen designed reflector will be bad. I have no problems understanding that.
If you want to search out premium halogens you will get an improvement, but not very much. You might try out the Japanese PIAAs, that are said to be very bright - I have no personal experience. I repeat my advice with fitting relays. That - combined with premium bulbs - will make a significant improvement.