Kinda depends on how you drive, IMO. If you'll never be doing 60+ mph on a dark road (no streetlights, moon or other cars), then the stock headlamps are more or less adequate.
But if you actually need to see (and like me, your eyes aren't what they used to be), then some upgraded lighting is definitely in order!
At this point, I'd have to say my preference is still quality halogens + relays. There's been some discussion of LED headlights that work well, but I don't like how my LED H4 conversions light up a dark road and will be converting back to halogens. The halogens aren't as bright, but they put the light where you need it, way down the road. The LEDs put way more light on the road right in front of the car, where it reflects back into your eyes and interferes with night vision. At 60 mph, by the time an obstacle enters that big pool of bright light, it's too late to stop.
Just as food for thought, here is my "stealth" relay installation. With them mounted on the headlight buckets, the only thing visible under the hood is an extra purple wire running towards each headlight. Yet access to the relays is excellent, once I remove the headlight buckets. (Not that I ever expect to have any trouble with them.) Although I had sockets, I decided the individual wires made a more sanitary installation.