What do i need to do to get my headlights to look like the Le mans cars have it...yellow.

Either use a can of stained glass spray paint or get colored lens protection sheets. The downside of the stained glass spray paint is it will be difficult to make it smooth. The downside of the colored lens protection sheet is that applying it on a curved surface such as the headlight is much harder than applying it on the foglight.

There may be some legal concerns regarding coloring the headlight lens too.

Here's how the texture can look like up close. Note the granularity of the painted surface.
http://mechatro2.me.berkeley.edu/~satrya/pics/photos/fogtrim/fogtrim015.JPG

I thought they only used yellow bulbs...and black plastic around it or maybe carbon fiber. Are yellow lights even legal? Are projector lights better in your opinion?

If your really just looking for the look of yellow fogs, just buy some yellow window tint, (Xtreme Colors Window Tint, 24" x 78" roll, about $17) cut two circles of it, and place on foglamp.

I thought they only used yellow bulbs...and black plastic around it or maybe carbon fiber. Are yellow lights even legal? Are projector lights better in your opinion?
Yellow low/high beams might not be legal in some states. Yellow foglights should be legal.

Given the same bulb, good projectors are better than current reflector design in the sense that you can achieve a good vertical cutoff, which is relevant for low beams & fog lights. Also, the projector design would most likely be more compact. Other than that, I'm not sure if it has any advantages. One thing for sure, I wouldn't bother using a projector for a high beam or any middle-of-nowhere lighting.

I run Hella all weather bulbs in the winter - they are pretty yellow and I've never had a problem with law enforcement. Full yellow headlights I believe are only legal in France.



http://www.rallylights.com/hella/yellowstar_bulbs.asp

what is the benefit of yellow lights?

Fog/rain/snow they do not reflect back as badly as white light

www.lamin-x.com

They have precut yellow protective covers that work perfect. I'm ordering a set of those, and a replacement for my blown yellowstar bulb.

They yellowstars aren't that yellow, IMO, but the 85W ones are definitely bright on the low end and on the ground.

I dunno how the yellow on a white car will look, but I'm willing to give it a shot...