I've always struggled with just what to do when it comes to painting Space Marine vehicle headlights. From my earliest models, it was always an issue I just didn't have a good solution to. When I started work on my Sons of Medusa force, I looked to a good friend of mine, migsula, as inspiration for my lighting solution. I noticed something very simple about his method of lights for his TWAR project, solid and infused with a bit of inner light that made me think to simplify my approach to lights for my models.
To get started I use a yellow base color. Here I've gone with GW Golden Yellow, this just happened to be the only true yellow I had on hand when I started my Sons of Medusa, but you could really use any yellow for this as long as the shade works for your taste. To be honest, you could use any brighter color at this stage, this process would likely work well for blue or green headlights as well. You might just need to do a few quick tests to see what color works best for your model.
For the second stage of lighting, I've simply dabbed a small spot of white to the center of each section of the lamp. Your highlight color may vary depending on the color you've gone with, and again, I suggest a bit of testing to see what works best. But for something like lights, it's OK to think brighter and harsher highlight.
The light proper is finished, now to deal with the cage. A quick hit of black along the cage lines will lay a good foundation for the metallic paint to come. If you're using predominantly gold metals, you might think to use a brown at this stage instead to help give your gold a bit of a richer look.
Finishing off the headlight, I go with Boltgun Metal on my Sons of Medusa. You should finish your cage metals however you've been doing them with your model and army thus far. The uniformity in metals will keep the lights from sticking out too much, while still being a great point of interest.
I hope this little look into my method for the Sons helps those of you who've been looking for a quick and effective looking lighting solution! I would love to hear about your approache to this mundane but important detail!