If you clearcoat over niteshade then wetsand and buff with a polishing compound it comes out as glossy as paint and looks damn good.
For the headlights you take out the headlight reflectors and tape over the turn reflector. There are how-tos up. It doesn't affect brightness at all since you leave the reflectors alone. Just cleans up the look.
I am planning on painting my headlights possibly this weekend. Just need to plan a day when I don't need the car for 24 hours and the wife isn't home to see me sticking the headlights in the oven.