new TRS link: http://www.theretrofitsource.com/com...m-audi-a4.html
From this link, I recommend the following options:
Projectors: LHD
Ballast: AMP Morimoto 3Five DSP
Harness: none
Hardware: Audi B6 hardware
Bulbs: H1: XB35 5000K
Resealing glue: not needed
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In my quest for better light output, I've run many different headlight setups, most recently OEM S4 single-xenon ecodes. While the light output was far better than my stock halogen setup (or halogen ecode + HID setup), it wasn't nearly as good as the setups on some newer cars, which made me unhappy. My research led me to this fantastic B5 HID thread. Two things in it stuck out to me: first, the mini-H1 projectors from The Retrofit Source produce far superior light output to either the US stock or ecode projectors, whether halogen + HID retrofit or xenon, and second, the mini-H1 projectors are extremely easy to install in our stock housings without requiring the front lens cover to be removed. I also found a thread on HID Planet where someone had already retrofitted these projectors into OEM B6 housings. But seriously, read those two threads first, especially the B5 one.
With that in mind, I considered retrofitting the mini-H1 projectors into my single-xenon ecodes, but decided against it since I didn't want to deal with any potential downtime, and I came across a low-cost alternative. It happens that Depo just released a new D1S HID "ecode" housing for our car, which is identical to the OEM S4 single-xenon ecode housings, with the exception of the housing interior being black vs titanium grey. I first saw them on ebay, but are also available from Parts4Euro.com, which is where I ended up getting them. The build quality on these is far superior to the older halogen ecode housings they made, and comparing them with my OEM S4 ecodes, didn't see any real difference. I did not however test the light output of the D1S projectors, though they are designed to be used with OEM D1S bulbs and ballasts, and include both 4-pin and 10-pin connectors.
Assuming you are not reusing any parts from your existing setup, you will need the following:
- Depo D1S HID "ecode" housings (~$260) (Parts4Euro.com)
- Morimoto Stage III HID kit (mini-H1) ($270) (TheRetrofitSource.com)
- H6W city lights, LED ($20) (aznoptics.com)
- H7 high beam bulbs ($7.98) (ebay)
- 7507 turn signal bulb (11.99) (ebay)
- 1 small sheet of Lexan or similar ($5) (Lowes)
- weather stripping ($5) (Lowes)
The first thing I did was rip out the Depo D1S projectors. Remove the stabilizing spring clip underneath the projector by squeezing together with a set of pliers, then pull out. Remove the three screws which hold the projector in place, then carefully pull the projector out via the rear cover. No disassembly required. Here's a comparison shot between the Depo D1S projector (left), and the TRS mini-H1 bixenon projector (right). Note the difference in the size/shape of the projector bowls; you can also see the stabilizing spring clip behind the TRS projector.

Next we need to make adapters out of lexan for the TRS projectors, since they are slightly smaller overall than the Depo projectors, so that we can bolt them up directly. Fortunately, one of the guys from the B5 lighting thread I previously linked made printable templates for just that purpose. Since the B6 Depo housing is slightly different from the B5 one, I had to do some slight trimming, shown in blue in the pic below. You can download the template from the B5 thread link.

The finished product will look something like below. I used some small machine screws/nuts I had lying around to attach the adapter to the projector. I should note that the adapter goes behind the projector, not in front of it.

While we're cutting lexan, we should go ahead and make some covers for the ballasts. The Depo D1S housings are meant to have OEM Valeo 5GL ballasts installed, but the TRS ballasts are a bit smaller. Fortunately they fit right in snugly. I made a cardboard template, cut the lexan, then marked/drilled holes. I added some weather stripping along the edges to help ensure a good seal and keep moisture out:

Sticking with the ballasts, we need to modify the housing wiring to the ballast. The Depo housing has a 4-pin connector with 10-pin adapter for connection to the OEM Valeo ballasts, but the TRS ballasts use the standard 9006-type connector. The TRS includes 9006 connectors with some wire leads, so I simply spliced them into the housing wiring.
Depo ballast wiring:

Connector pins for 9006 plug soldered

final product:

Now we can go ahead and install the TRS projectors. If you cut your lexan adapters correctly, everything will fit into place perfectly. Reuse the 3 screws which held the Depo projectors in place, and don't forget to reinstall the spring clip underneath. Feed the wiring for the bixenon solenoid over to the high beam area.

After that, install the bulb and ballast, order doesn't matter here:
TRS ballast installed:

with lexan cover:

bulb installed, wiring connected:

The bixenon solenoid can be wired directly into the high beam wiring, red->yellow, black->brown. I flattened the pins and stuck them in some wire taps, and added a little bit of heatshrink for good measure:

If you have OEM xenons, you'll want to move the auto-level motors from your OEM housings to the Depo ecode ones. Simply disconnect the wiring, then turn the motor 1/4 turn CCW. My car didn't, so I don't have any pics.
And that's it. Be sure to properly align your headlights using the adjustment screws. Lots of good guides out there, but this one is my favorite. And remember, the outer screw moves left/right, but you need to turn both screws equally for vertical adjustment.

Here's a couple quick pics I took
day, lights off:
day, city light only:
day, city + low beam (HID) + fog:
night, city only:
night, city + low beam (HID) + fog:
night, beam pattern, city + low beam (HID):
night, beam pattern, city + low beam (HID) + hi beam (bixenon: HID + halogen):

Any questions? =)
edit: apparently one of the wires for the auto-level motor is misplaced in the connector. See this post on how to fix it.
Update 2:
After a few months I noticed that the plastic tabs that hold the metal retaining bar for the high beam/city light cover had deformed and/or broken due to the force the metal bar was exerting on the plastic. I was able to obtain a replacement set of housings and reinforced the tabs to ensure I wouldn't have the same issue again. I'd highly recommend anyone with Helix/Depo housings to do the same even if they aren't currently having issues. Details are in this thread here.
Also, a few other people who have used HID kits from TRS have told me they had some issues with the ABS/ESP lights coming on periodically. I personally have not had this issue, but the fix is to ground the driver's side low-beam ground wire to the screw post near the power steering reservoir as described here.
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