I've previously advised someone to stay away from plastics with Rain-X.
And I was going to advise you the same, until I read some more stuff on the Internet...
Seems like the Rain-X bottle warns about NOT using it on plastic, but that is only because there is a very small group of inferior plastics that respond badly to it. And those are the types of plastic that don't stand the weather very well anyway.
So go ahead and treat the headlights too. Might last longer than on the windshield (where I found it pretty useless after a even the least usage of the wiper).
Edo
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(2003 Silver 1.4 Tdi Exclusive(SE), 95bhp/235Nm chiptuned by ABT, black interior, sport seats, heated mirrors, TomTom3 PDA Satnav, JVC KD-SH909RB cd-receiver, Infinity Kappa 63.1 + Vifa on-dash tweeters, 12" Subwoofer on 300w Amp)