I had this problem in the UK. Unless you have headlights with self levellers and washer jets, they used to fail you for having HID bulbs. It's easy to get around though, just remove the bulbs and ballasts come test time and fit your old bulbs. Once you get your test, you can fit the HIDs and ballasts back in. Doesn't take long as most of the kits are plug and play
If you're going for LED sidelight bulbs, I'd recommend staying away from the cheap Chinese ones and spend a bit extra on decent ones. The Chinese ones will start to flicker and die after a while and flickering lights tend to draw attention from the police.
I saw one Mitsubishi Lancer driving through Al Quoz a couple of days ago. All the lights on the front changed colour from green to blue to red as he drove along. Money doesn't buy taste!