If you have a bulb out, you can pay the guy at the oil change shop four times the price of a new bulb, and he'll take care of it. But that's not you! You do things yourself, so go ahead and make it happen!
This procedure covers most halogen headlight systems with bulbs loaded into the back of the lens. If your car has sealed beam headlights, this won't help.
*Don't know what your bulb is? Check out these common bulb types so you can ask for the right bulb.