Blue-ish headlights are not very common yet, but they are likely to become the norm because they produce more light than normal headlights while at the same time using less power. This combination is hard to beat!
There are several different articles having to do with light here at HowStuffWorks:
All of these technologies excite atoms so that they produce photons. In the case of halogen bulbs and gas lanterns, heat is doing the exciting. In other technologies it is various forms of electricity or light that create the excitement.
Most cars currently use halogen bulbs in their headlights. The new blue-ish headlights are using a different technology called High Intensity Discharge (HID). We normally see HID lamps in the form of mercury vapor and sodium vapor lights used as street lamps and as outdoor lighting for stadiums. These lamps are popular because they are efficient. In the case of sodium vapor, they are twice as efficient as normal fluorescent bulbs.
Mercury and sodium vapor lamps produce light using a technique similar to that used in fluorescent lamps. In fluorescent lamps a low-pressure mercury vapor produces lots of ultraviolet light that excites a phosphor coating the tube. In the case of mercury vapor lamps, it is a high-pressure gas, the distance between the electrodes is very short and the light is produced directly without the need for the phosphor.
In the case of HID headlights, the same high-pressure technology is used. The lamp is similar to a mercury vapor lamp. However, designers of the headlights had to solve one problem with normal mercury vapor lamps -- the fact that they have long start-up times. Xenon helps solve the start-up problem, as does a special controller. All of these tricks mean that these headlights are expensive now, but mass production should bring the cost down eventually.
Here are some interesting links: