You could use normal sized lights you will need to get something like blackwrap to control the light, and then you would need to build some kind of rig to animate the light with your car (ugg) and you still might wan't to add a little CG glow to the head lamp, but on the plus side it would look REALLY GOOD.

Edit:
This is the same image but with a -tiny- amount of lens flare added to each headlight brick, I just created 2 flare objects in After Effects and set the brightness to 15% each, they would need additional work to look good if the practical light was not in the shot.

Double edit:
Here are blue laser pointers

Sloth, that shot is sexy.

@Rsteenoven:
Thanks, it kind of makes me want to shoot a night shot with some cars in it, it would be a pain but it would look so cool.

@Edmeirer:
Even if you do use some blue laser pointers to illuminate the headlights you might want to add a headlight beam via post such as this. If you can mask you can do this, the lens flare would be your in shot blue laser pointer and then you just mask a few layers over with a brightness and a heavy feather adjustment and BAM! You've got a headlight.

And for the record, every shot you use a laser pointer to light a brick is an effects shot, every masking shot is an effects shot, a forced perspective shot is an effects shot, you don't need CG for something to qualify as an effect, some effects are in camera, others are not.