HID ("xenon") bulbs are readily available - good quality OEM spec (e.g. Philips, Osram) ones cost around £50-100 each. As has been said, you need to look for "D3S" bulbs. Beware of cheap bulbs (and counterfeits), I've used them before and they tend to be of poor quality - dim, don't last long, and could potentially damage the electronics in the headlamp unit.
You should expect around 2000 hours of use from good quality HID lamps. However, you can get aftermarket ones designed for ultra-long life, which can last 2x-3x as long as that.
HID lamps change colour as they age, so if you only change one, then you are likely to have different colours. Changing both at the same time is suggested, especially as replacing them is a pig of a job. The "proper" way is to remove the front bumper, which allows you to remove the headlamp units to get to the bulbs. The cost of labour to change the bulbs if done by a dealer will dwarf the cost of the actual bulbs.
If you don't have facilities to remove the bumper, then if you have very small hands, it is possible to remove the front wheels and the wheel arch liners, and get access to the bulbs that way.