Tell us more about your burban and we can better help. Is it a 1500 or 2500? What size engine and gas or diesel?
As far as mods go, Getting the engine to breathe better is a big plus with a performance intake and aftermarket exhaust. You should then look at a performance chip or programmer.
As far as your headlights go, Have you thought about HID's? Jaymack and a few others have had the projector style but he has since swiched to HID's which is what I installed on my Silverado and thay are tops in my book!