HID vs CCFL vs Euro lighting?

I own a 2002 Chevy Impala and am in desperat need of new headlights. I need to get the complete package (headlight casing) since my headlights which are plastic are completey brittle and cracked. Since I need the complete package and not just the bulbs I wanna get some angel eyes. Found some great deals on ebay on angel eyes/ dual angel eyes. But with all the variety that's available I am getting somewhat confused on what the difference is between HID, EURO, and CCFL. Haven't really found a site or anything that clearly explains the difference. Would greatly appreciate if someone could point me in the right direction of getting the info I am looking for.......what the the difference in lighting is...and which are the brightest but still leagal to have.