The constituent parts of an HID lighting system are as follows:
electric supply (obvious, but I'll include it for completeness sake)
ballast (the big box of tricks)
ignitor (sometimes called the starter, this is a little box of tricks)
light emitter (called a burner, tube, bulb etc)
light focusser (either a reflector or a projector system)
What happens roughly is this:
You turn the lights on and send 12volts to the ballast which in turn sends a signal to the ignitor. The ignitor constantly monitors the state of the light emitter itself and knows if it is lit or not. The 'bulb' doesn't work like a conventional bulb (which heats a thin wire to white hot so creating light) but it creates a spark (an arc) between 2 electrodes in a tiny bubble which contains a few grains of metallic elements. The arc vapourises these grains and the resultant gas glows a particular colour.
Now then, to get the arc started needs a lot of voltage, around 23000 volts to be precise and the ignitor is what provides this, by stepping up the 12 volts from the ballast. When the arc is established, there is far less of a need for high voltages, so it eases back (which is why the whine you hear at start-up gradually fades).
The last part of the equation is the way that light is collected and thrown forwards onto the road:
In a reflector system (like the A2 uses), the light source (white hot filament in halogen systems) has to sit precisely at the correct point in space so that the reflectors can focus it in the correct way to give an acceptable beam pattern - basically, it is a glorified torch (indeed, some of the larger multi-million candle power ones on sale now actually use car headlights).
The projector system still has a reflector behind the bulb, but it is a simple parabolic mirror (smooth with no lines or angles that you can see on the A2s headlight reflector), which is very efficient and it basically throws all the light forwards in parallel lines.
In front of this is a large circular blob of glass which smoothes the light output and makes it go in the right direction (it also inverts the beam if you must know!) and in between the glass and the bulb is a shaped piece of metal which gives the sharp cut-off pattern that these projector systems are known for. In some cars, you can actually just press a button and this will alter the metal shield to allow dor driving on the continent - very useful!
Also, the metal shield can sometimes be flipped down out of the path of the light using a little solenoid device. This opens up the full beam of light for, er, full beam and cars using this system are said to have bi-xenon lights (both hi- and lo-beam are xenon).
I know that this is probably overkill and will be useless to most people, but it serves to show the complexity of modern lighting systems and the tolerances that are needed to give good light patterns (just a tenth of a millimeter in the position of the arc or filament will throw a beam well off!).
I answer to your question Deseli, the slim ballasts are pretty much irrelevant as you can't get spares for either ballast or ignitor if they fail, so just get a decent quality (E-marked) kit from a reputable UK dealer.
One last point:
I mentioned before that the little grains of metallic elements are vapourised and produce light. The make up of the gas can thus be controlled very finely, resulting in light of very controlled colour, hence 4100k, 5000k, 6000k etc (the standard factory fit xenon tubes are 4100k and the higher the number, the bluer the light. In general, don't go beyond 6000k, or you'll be likely to get pulled).
The whiteness or blueness of the light in reflector based systems will be uniform, so you won't get that characteristic white-to-blue and back shimmering of a projector system - this is caused by a combination of the metal shield and chromatic abberations in the glass lens.
Also, most kits use standard factory xenon bulbs wgich are re-manufactured to make the arc sit in the righ position and are re-based to fit in the standard bulb socket. Most of the kits use bulbs intended for use in projector systems, but there are kits coming along now that use xenon tubes intended for reflector systems, so called D2R (the standard ones are called D2S). These have a small blackout pattern painted onto the surface of the tube in heat resistant black paint and they are designed to stop unwanted reflections which will be caused by the lack of a support wire for the filament, which casts a small shadow in normal reflector systems.
In summary, if you are going to fit a xenon kit to an A2, go for a decent priced kit (preferably one recommended by others), keep it white, not blue, get it from a reputable dealer and fitted by someone who knows what they're doing (maybe yours truly!) and if possible, get a kit designed for reflector systems (a so called H7R bulb).
Right, lecture over!
Cheers,
Mike