The meguiars headlight restoration kit is good, got some great results with it, helps with a high speed drill, need to be careful though or you can burn the plastic (and then your buggered). Take your time and used plenty of water.
Some great video tutorials on YouTube about this subject.
I was a bit impatient the first time, spent all of 5 minutes on them, then decided to dedicate a good 20 odd minutes on each lens and that's when I got great results.
I think the only reason I went for meguiars (says a person who prefers autoglym products) was because of the polishing head, every man loves his tools. Lol. There are a few other kits out there which are probably just as good.