I'm curious to see if this can be or has been done to a WRX/STi
I'm thinking the easiest way this could be done is to get some light smoked film or spray tint on your headlights and then just use yellow bulbs... I don't know about the yellow reflectors... either way I think would cut down on your light output significantly. I really do like the way it looks though.
Yellow cuts out the brightness, but it cuts through adverse weather conditions better than a bright white or blue light. That's why a lot of American Lemans cars run yellow HIDs or yellow out their headlights. It helps at night, in rain, fog, and other such adverse conditions. Just most people prefer the bright white and/or blueish light.