I've heard that halogen headlights should be replaced in pairs. I've been wondering if the same is true of HID headlights. They are much more expensive, so I would like to avoid having to buy two of them if one will suffice.
No - with HIDs, the colour temperature is very well defined (after the breaking in, as Petro mentioned) so if you have 10k's, replacing one with another 10k will very rapidly be the same tone as its pair.
(I looked into this when I had one die, as the cost for a new one on my car was £600 - the answer was quite important :-) )