Im thinking get new ones, cause i clean mine all the time, but, alas, the years of heat has made them go back everytime a few days after the clean, so your pretty screwd just like me!!
IIRC there is some type of UV film/layer on the headlights to prevent them from yellowing. eventually it fails, making the headlights yellow. so if you sand them down to clear again you will sand off the UV film and they will yellow a lot quicker, as smoothy1995 has experienced.