The best will be retrofit. When you're doing a retrofit, I hope you're using HID projectors, otherwise it'll defeat the purpose. HID projectors have the optics (reflector, projector lens, focus, etc.) designed and optimized with the HID capsule in mind, thus maximizing light output (brightness and beam pattern) while minimizing glare.
If you're planning on using HIDs with the '06 projectors, you'll still get pretty good results, but it will not be as good as retrofits. With '06 headlights, you'll be using a rebase kit, which the HID capsule burners are aligned to the same position as halogens, but you're putting three times the amount of light and glare. Halogens are about a third as bright as HIDs, so when the optics are designed, it tries to maximize halogen's output. Granted, halogen projectors will have less glare, but you won't have as sharp of a cut off that HID projectors give.
I would recommend going the retrofit route, you won't have the little gap with the grille that fitting '06 headlights give and you'll have all true benefits of HIDs. Don't get me wrong though, newer cars with halogens
can, and I emphasize can, get decent output with rebase kits because halogen reflectors are a bit better than before.
Here's some info to get you started and guide you:
T4Runner06's HID install with XenonDepot rebase kit
TranceKrayz's retrofit
TranceKrayz's retrofit beam pattern
For more info on retrofits, you can visit HIDplanet.com