Yeah, the OEM sensors look a bit big and clunky (next to, for example a new Audi) but they work nicely as long as your stereo volume isn't cranked up too much!
Would receommend the heated seats - pretty easy as the wiring is all there already.
Just fit a switch and a relay for each, peel back the seat covers to put the elements in and you're good to go. The time-consuming/hardest bit is getting the seats out, apart, back together and back in again. Worth it though, and eliminates 2 glaring poverty spec switch blanks!
Wouldn't recommend HID's as you'll never pass an MoT test with them when the new regs are introduced. Unless you don't mind doing the hokey-cokey with them every year at MoT time...