Yeah, new headlights would be a good idea. Not too expensive either.
About the rest, I'd remove the door ding guards (but be careful parking from then on!) and maybe a new exhaust system with some chrome tips or something.
That's about it, if you don't have any mechanical issues I'd save a bit for a rainy day that always seems to come, and spend a little on something you really don't need, like satellite radio or a PS2 and Xbox.... you get the drift.
Anyone special in your life need a gift?