Feel free to post a picture of your worst headlight, and I'll tell you what type of kit to buy.

If it's like mine this time, a "two stage" kit is all you need. That kit came with polish, a couple of abrasive pads to apply the polish, and a spray sealer/clearcoat. I've also used the DupliColor kit and it had similar components.

If it is severe, you need to go to the next level. There are kits on the market with several grades of sandpaper before you get to the polish. I've used one of these once, and the lens of the headlight looked "new" afterwards. No matter how much it has faded, one of these kits can usually return it to a "new" appearance. I didn't think it was possible on that headlight, but it worked.

After polishing, you want to use a sealer to protect them from the elements, otherwise you're doing it much more often.

Like I said above, use blue painter's tape to protect the area around the headlights. You don't want to "polish through" the clearcoat on your painted surfaces.

A OEM headlight assembly costs $200+ each. Cheap aftermarket assemblies can be found for less than half that, but the quality of their light projection is not as good as OEM. It's worth giving this procedure a try to save your original lights.