Well, it depends on which renderer you are using.
For Maya Software renderer, I would use a spotlight in place of each head-light; for this method, too, you could make the headlight plastic not cast shadows, and place the light right in behind it; like a real headlight. You would have to tweak it, of course, to get the desired look. Maybe use env-fog within the spotlight, to show the beam.
Or, for Mental ray, I would be more inclined to model the bulb, then ramp-up the incandescence on the bulbs material (I mean, maybe, to around 100. Or higher, depending. Tweaking is the key). Of course, the spotlight method would have quicker render-times, and would require less tweaking. It would probably look better, too. I'm not sure. Trial and error.
The first attached image is the spotlights, the second is the incandescent.
Again, it all depends on what you want.
As for making them turn on and off, on the spotlight, you would just keyframe the intensity; on the incandescence, you would keyframe the incandescence. So that should be equally easy in each technique.
Hope this is understandable, haha.