Some projectors are HID projectors, and some are halogen projectors. Virtually all of the aftermarket ones are halogen projectors. The differences are subtle but significant. Each is made to make the best use of the light source it's built for. HID bulbs have much higher lumen ratings, and HID projectors are designed to focus that amount of light. Vice versa for halogen; they are designed to handle and focus the amount of light from a halogen bulb. Sometimes a projector works well with either source of light, and the OEM Denali and DEPO lights are good examples of this, but often they do not.
A halogen projector that is marginal to begin with often just can't handle the output from an HID and it ends up looking like crap. There are several factors that come into play, but it all boils down to focus. There are basically three things that determine how well a projector focuses the light: the reflector bowl (the back half of a projector), the lens, and the position of the bulb/filament/light source within the bowl. It's actually really complex when you try to bring it all together well, which is why I just recommend getting a proven HID projector that is made by design for high output sources, coupled with high-quality glass lenses.
I'm sure that made it as clear as mud.
If you want the best light output possible, you have to get the best of both light sources (your HID bulbs) AND the best optics (HID projectors).