as DECIM8 mentioned, R34 GTT headlights are made for Xenon. Beside this though, HID kits run on 35W instead of 55W or more, so you wont have any issues with heat, as they are not as hot as filament bulbs. If you can get your hands on the stock Xenons, this would be the best bet, as the R34 headlight optics are designed for the D2R Xenon bulbs not the H1 filament bulbs that they put in with compliance.
If its too much trouble to get the factory xenons put back, then you would want to stay away from colours higher than 6000K, as the higher you go the less bright it is and it gets too blue/purple and you will be a magnet for cops. The 6000K colour seems to be the most prefered for people as its a white light with a tinge of blue.
If you go lower in K, like 4100K-4500K, this is what the R34 originally has, and even the BMW, Audi, S2000 etc, and the light is pure white with no blue. The reason you see blue/purple at certain times on the Audi or BMW cars with factory Xenons is because of the projector lens. The light isnt purple/blue, but white (around 4100K-4300K). It only looks blue/purple on the edges of the projection of light, and so thats why when its far away and the edge of the beam passes your line of sight, it looks purple/blue, but when the car comes up close the light is white. You wont be able to get this effect with the R34 as it doesnt use projector lights, it uses reflectors. Also, not all projector lens give out that blue/purple look at the edge of the light projection.
cheers