The HID xenon bulbs are on series3 R33 GTRs also and they DO blow. I know this because mine did blow.
Then again, i think $750 for this forum is a lil harsh... I looked around for mine in brisbane, and the cheapest i found was $250each... I then managed to get a Philips set from my friend in america for allot cheaper.. The ones that go on R33 are either D2R or D2S models, im sure R34 are basically the same.