Yes, I would opt for HIDs if I could, definitely. I have a set of Sylvania HID auxilary lights in place of the stock fogs on my Legacy and can't belive the difference they made.
SnowbordrWRX, I don't think the STi comes with fogs. Only one I have seen with them is in the pic of the STi with all the options offered in Japan, which I doubt we will get.