In most cases, a car lamp housing designed for a halogen lamp is NOT designed to work with an LED lamp. On your part, you can get significant energy savings (due to the last lower wattage of a typical LED),but in terms of oncoming traffic, you could run into complete nuisance because you simply dazzle them with the light from your LED. Visit this link to gain more ideas: best HID conversion kit
The halogen light is focused by reflectors inside the lamp housing. Usually one lamp / filament is lit. An LED is usually a set of emitters that glow when turned on. With lighting, there is simply no easy way to colli mate or align all of these beams properly without the proper reflectors associated with the proper enclosure to begin with.
It is illegal in some places. This is not in some areas.
That being said, if you still want to replace your halogens with LEDs, there are some additional points to consider.
1. Most, if not all, will require you to simply get an LED equivalent for your vehicle and simply plug in a replacement LED. For example,you can easily find 9006, 9007, H11, etc. Generally plug and play
2. Better quality and overall better LED bulbs have a kind of bump coming out of what used to be the normal back of your halogen bulb. This is usually a heat sink, or a mini fan assembly, or both, and the corresponding pig tailed wiring that plugs into the existing wiring. In most of these cases, you may need to modify or be creative with these bulbs as they do not fit the headlamp housing and may come into contact with other parts of the vehicle during operation.
3. Due to an inherent inability to focus light correctly, your outer vision may actually be the worst. On the outside of the car, the LED may look very nice and modern, but from your perspective as a driver, your actual external vision may be impaired. You can have blank or empty spots when illuminated.
4. Your car may have a light control circuit that can activate a lamp warning (burned out or faulty lamp) if you simply switch to an LED. This is usually solved with a pull-up resistor that tricks your circuit into thinking that a high power halogen is still in use. Note, however, that this is not a reliable solution. I've seen cars in which the LED just didn't turn on, or the DRL might malfunction or some other quirk that needed to be solved only by going back to halogen bulbs or regular incandescent bulbs for signal lights.
5. If you want real LED lighting, check to see if your car has this option from the factory. If so, buy an OEM LED enclosure and use it. At the very least, you can also get a non-OEM LED enclosure fitted with projectors or matching LED enclosures. There are specialty stores that do this online. Legality can still be questionable depending on where you are, but at least you won't dazzle incoming traffic unnecessarily, as well as interfere with your own visibility.