For the Tail lights i used Anodiz-it red spray paint, it's actually a top coat for an Anodized red look paint, but if sprayed on seperately without the base coat, it is transparent red. You can get it at Lordco for about $8 a can, i put on about 7-10 coats, then used some good ole MotoMaster Clear Coat about 5 coats to finish them off, and they look great.
For the Head lights well, I have read a lot of ways to make them clearer, and i bought Meguirs Mag & Aluminum Polish, rubbed it on the outside of the lenses, and it seemed to work really well.
Dan
P.S. to paint your Tail Lights i suggest taking them off the car, as it is much easier this way