The technology is just not available to directly replace existing halogen bulbs with LED. If you look at the handful of cars with LED headlights they use a totally different design for the headlight body and reflectors.
In theory, LED headlights should be more efficient - anyone got any power draw data?
In the mean time, you can get upgrade bulbs (both filament and HID) that are replacements for standard halogens.
www.autobulbsdirect.co.uk