Not a lot of difference. A “HB4 LED Headlight bulb” is illegal everywhere and unsafe if it’s installed in a headlamp assembly designed for a HB4 halogen bulb. A “HB3 LED Headlight bulb” is illegal everywhere and unsafe it if’ts installed in a headlamp assembly that’s designed for a HB3 halogen bulb. They are equally bad ideas and equally dangerous and unsafe. They are also equally annoying to the traffic around you.
There are “high performance” 9006 and 9005 bulbs like the Philips X-Treme Vision or Osram Night Breaker Unlimited or Night Breaker Laser bulbs. Those are high output, but the bulb life is shorter than standard bulbs, sometimes a lot shorter.
The other alternative absolutely requires a clear lens assembly, and requires a shield piece built into the low beam part of the lens assembly that shields the filament from the front. Most headlamp assemblies for the 9006 bulb have a shield in front of the bulb. Look through the hole, and if you can see straight ahead through the lens, you can’t use this alternative on the low beam (9006) bulb. I you see a shield piece (metal or plastic) directly in front of the bulb, it’s possible to do this. You can run 9011 (AKA HIR1) bulbs in the high beams and 9012 (AKA HIR2) bulbs in the low beams if yours have the shield in the housing. You have to modify the bases of the HIR bulbs for them to fit in the sockets for the 9005 and 9006 bulbs. The modifications are outlined at http://dastern.torque.net/Mods/HIRmod.html
The HIR bulbs have the same filament placement in the optics, but they are brighter than even the “high performance” HB3 and HB4 bulbs. HIR bulbs won’t change the aim of your lights, and they generally won’t fail a safety inspection because the light pattern generated by your lights with those HIR1/HIR2 bulbs is identical to the pattern generated by the HB3/HB4 bulbs. If the safety inspector actually pulls the bulbs out as part of the inspection, they might fail because they aren’t HB3/HB4 bulbs. The HIR bulbs are just brighter and use slightly less current (slightly lower wattage).