I've been using a '6000K Ultimate H7R' kit from hids4u for about a year now. I swapped the capsules for some 4300K (also H7R) ones I found on ebay though, as I found the 6000K ones a bit too blue for my taste.
Since I swapped over to the 4300K ones, every now and then (maybe once every six weeks), I'll get a bulb out warning when I switch them on. Switching off and on again sorts it out. I'm not sure if it's the cheapo 4300K capsules causing it (they were about 20% of the price of the hids4u version) or if it's just that the ballasts are starting to go dodgy.
To be honest, much as I like the extra light on the road, I don't think I'd fit another aftermarket HID kit. The combination of grey legality / MOT worries and slightly faffy installation - you need to drill a 25mm hole in the back cover of each headlight, and find somewhere to mount the ballast - puts me off really. The beam pattern you get with H7Rs in a reflector is OK but not perfect. And you will have no doubt been half-blinded by poor quality H7 aftermarket HIDs blazing towards you from the other direction. My car is still a long way off its first MOT, so I have no idea if they'd pass as-is. I'm hopefully going to swap the car before that point (see my separate tree-hugger thread). I've bought some replacement headlight covers for about £10 from my dealer, so I'll put the dipped lights (and LED sidelights) back to standard before I sell the car.
For my next car I'm just going to bite the bullet and get proper factory-fitted bi-xenons. That way there's no affect on warranty, no worries about MOT or being pulled over, and no faffy installation.