LED's are fine for the fog lights, but I would recommend AGAINST running LED's in the headlight. Their output just isn't the same. It might look bright to the naked eye, but the lumens can't compete not to mention that usually LED lights are two sided or three-sided which means you're not getting even spread of the lights. Stick to proper HID bulbs from TheRetrofitSource.com in the headlight (many of us are running the Osram CBI if I recall which are great).
That is if you have HID lights stock (D2S). Pull your car up next to an older halogen-for-sure car and compare...if your's are much whiter, you're HID. If they are similar/yellowish, you're non-HID and will need an HID kit to upgrade to HID.
While this isn't an M, look at the comparison of a proper HID bulb compared to a 4-sided LED bulb on my 2013 Kawasaki Ninja ZX6R. As you can see, the LED lights were virtually useless and the HID light provided a much clearer, even spread of light in the ZX6R halogen projector (not far from design of the M projector).
