[IndyTom]

Euro switch is what you'd want to do this, disable the DRL and then use the switch to turn on the fogs without turning on the lights.

Not sure about HID in the fogs, you'd need to install a ballast and a different harness, etc. Can't just stick an HID in there.

If you wanted something different in there I think an LED based light would work and give a different look and I don't think they need special wiring.

Actually, HID's would work in the Fog light housing. You just need to drill a hole to let the wire to the Ballast through.
No special harness required. The stock connectors hooks into the wires for the HID Bulbs and the HID bulbs run wires into a connector that hooks into the ballast. Really quite simple. The hardest part is finding a location for mounting the ballasts.

I have HID's on my Low Beams and am thinking about putting matching ones in my Fog lights since the HID's are a bright White Light (5000K) and the Fog lights look really yellow in comparison.

Yes, you can use the Euro switch to just turn on the Fogs without any other front lights.
Very easy.

On the 2000 Beetle all the lights are H1 bulbs. Low, High and Fog. H1 H1 H1. Makes things a lot easier.

 

[IndyTom]

This is just from a quick search on Amazon.

Amazon.com: Generic LED-9-H1: LED 9 SMDs H1 6000K (Xenon White) Light Bulbs -One Pair: Automotive

They basically just fit right into the socket.

Based on what you want to use them for, DRL they might be what you want over the HID which requires some work with the Ballast (although not as much as I thought based on Indytom's post).

The LED should be a brilliant white light, basically what you see on new Audi cars with that light eyebrow strip for the DRL.

Just to note for anyone thinking of these LEDs, they're not really good for your headlight, the color temp may be 6000K but that doesn't actually measure light output which is in Lumens. These don't list Lumen output because I'm quite certain it is going to be low.

I agree, the LED technology just isn't there quite yet. The light output is pathetic on most of the LEDs you can buy. They are great for interior lighting or the license plate bulbs but I wouldn't use them for Low, High or even Fog lights.
Give it another year and I am certain I will change my mind. Audi/Volkswagon is making some remarkable advances in LED headlight technology. It even frightens Vampires.
Audi 2012 Game Day Commercial - Vampire Party - YouTube

But for the here and NOW. These are the ones I would recommend for Low or FOG lights. Less hassle than HID ballasts and they are pretty damn bright. You can't find them in stores. They are German Made Osram bulbs and have to be mail ordered. Oh, stay away from Sylvania Silverstars. They are not as bright as their German Made counterpart and the quality $ucks. Go Osram. There isn't a more High quality brighter bulb made.

http://www.amazon.com/OSRAM-Night-Breaker-Plus-H1/dp/B004HUBEEK