Yellow headlights gives better light when it's dark and wet.
Where I live, it's very visible. We have some lightpoles with white light, and some with yellow/orange. The yellow/orange ones illuminates the road several times better than the white ones.
I think it depends on the colour of your car! I plan to do mine as it suits the metallic green IMO.
You used to be able to buy a little kit so you could paint the standard white lights. If you changed your mind you could remove the yellow with any solvent.