Car headlights don't typically just blow and wink out the way that household lights do when they burn out -- they slowly dim to the point that they become effectively useless. This facet of headlight design is something of a boon and bane to motorists. On the one hand, slowly dimming lights can give you some notice to replace the bulbs before they burn out. On the other hand, slowly dimming lights can trick you into believing that all is well -- that is, until you run something over that you would have otherwise seen. But don't immediately assume that the bulb is to blame for failed headlights -- a number of things can cause headlights to dim.
Polish the headlights with headlight polish and examine them for yellowing -- you might be surprised to find that hazy headlight lenses can significantly reduce headlight effectiveness. Hazy lenses don't so much obscure the light as they do diffuse it, spreading it out over an area immediately in front of your car instead of allowing it to project into the distance. If your car's headlights seem even slightly hazy, polish them until they're as close to new as possible.
Turn the headlights on and check your alternator output -- in amperage and voltage -- with a digital multimeter. Dim headlights might be the result of inadequate power resulting from a bad alternator or bad automatic voltage regulator. Before back-tracing through the electrical system, test the alternator output and compare it to your reference material to ensure that the system is getting the appropriate power levels.
Replace the headlight bulbs. If your car's headlight covers are clear and the alternator is providing adequate output, then odds are good that the bulbs are bad. You might consider an upgrade while you're spending money on new bulbs: Upgrade to high-intensity Xenon bulbs or LED bulbs; LED replacements require a ballast to reduce power to the bulbs, as LEDs draw far less power than halogen bulbs.
