If they are just yellowing/fogging on the outside you could polish that off yourself without removing the headlights. Ive used mothers aluminum polish on mine and a few other cars and it worked good, but was real hard.
A freind/mechanic showed me something that works much better and is easier to do. Its called CV Headlight restorer/defogger, you can get it advanced auto parts or walmart. Its from Crystal View Chemicals Inc. I have used it on a few mercedes and it worked great. Made a foggy 6 year old headlight match up to a brand new one. Its like $20 bucks for it.
If your headlights are just foggy on the outside, id definately try this first.