Just a bit of a tip: use a good sealant like Meguiar's M21 or Ultimate Wax after restoring the headlights to keep them clear. They are just like paint in that they will oxidize quickly unless they are protected. If they are kept waxed they will not fade - I have never had to re-restore a headlight that was properly protected.
Also, if you have heavy oxidation, simply using a bottled product will not restore your headlights. If you do have heavier oxidation and a product like the Rain-X restorer or Meguiar's Plast-X is not working for you, wet sand the headlights with 1500 followed by 3000 grit sandpaper, and use the product (I personally use Plast-X) to polish out the fine scratches until the lens is perfectly clear. Of course, make sure to use sealant after this, and the light will stay clear for years to come.