Hmm that is quite a lot of voltage drop.
I've never checked mine to see how good the wiring is, but i'd expect that to be much higher as it basically means all of that voltage difference is being dissipated as heat somewhere in the wiring loom...
Try this:
Engine running and lights on...
Measure the voltage across the battery (again, just for reference)
Measure the voltage between the Battery -ve and the bulb +ve
Measure the voltage between the battery +ve and the bulb -ve
This will hopefully show whether the voltage drop is happening in the feed to the bulbs, or the earthing from the bulbs back to the car.
I'm not sure on the difference between the cheap HID's and the hids4u kits, i suspect the cheap ones might take longer to fire up, but might otherwise be ok.
Buying new bulbs would probably help a bit, however you need to try and fix that voltage drop first!
I will try and take the same measurements on our car tonight, as long as its not ******* down, and see if that much drop is normal.