I installed a HID kit on my F800GS. I bought the kit on Ebay for about 58€, shipping included.
The installation itself worked out really well and isn’t difficult. The only thing I was worried about was the CANBUS system, because with some HID kits it could give a broken bulb error, but everything seems to be fine.
Just remove the right fender and find a good spot for your ballast. I used a step cone drill to drill a hole in the headlight cover.