The staff here at NICOclub welcomes you to the Armada Forum! We are thrilled to have you as a new member!
On the gas mileage, I know mine got a lot better once I had 3K-4K miles on it. I am getting exactly 15mpg through mixed driving. I do use the cruise a bit on the highway, and on the highway I am usually going about 73mph. I have owned an '04 QX56, an '08 Armada, and currently 2010 Armada. My '08 which was a Flex Fuel seemed to be slightly lower, but at any rate, currently 15mpg.
Headlights, I agree with you. I immediately installed the Sylvania Silverstar Ultra bulbs (about $40-$45). They offer a noticeable improvement and look much nicer. If you want to go to a true HID bulb, you can do that as well, but DO NOT buy a cheap set.
www.burtmanindustries.com offers a great high end kit for $300-$400.
You will love your Platinum, it is an awesome vehicle, there is so much I love about that thing it is amazing! Don't forget about getting your front Nav screen to play the DVD video while the vehicle is driving.