You have the round lights? Look into Hella MicroDE foglights - 2.25 inch round projectors with a fantastic pattern, in my opinion the best halogen foglight on the planet. You can tap into the OEM wiring harness to hook them up. Get the lens as close to the front of the airdam as possible for almost 180-degrees of light.

Best prices I've seen are at susquehanna motorsports. Available with black or silver trim ring (not blue like in the photos): http://catalog.com/susq/hella/fog.htm#MicroDE. Ask if they'll sell you the fixtures without the harness.

If you want to modify the wiring so you can turn your foglights on without turning on the headlights, use n0v8or's instructions: http://www.davidmaurand.com/n0v8or
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David \\ (98 S70 T5SE Black, misc mods (mostly lighting), red calipers) (92 940GLE)