While there's many an opinion on ways of curing yellowed headlamp lenses, if anyone's interested in actually preventing it from happening in the first place the following info may be of some use. A lot of modern cars (roughly 90s onwards) now come with some variation of polycarbonate lenses rather than glass. When replacing the original bulbs in these headlamps be sure to go for ones marked as being UV-cut or UV reduced as the ultraviolet content in ordinary halogen bulbs causes polycarbonate lenses to go yellow or cloudy. This is also the reason why one should never, and I mean absolutely never, use anything abrasive (brasso, sandpaper *shudder*) on polycarbonate lenses as that will only exacerbate the situation (headlamp manufacturers apply a UV-cut coating on the outside to protect the lens from the UV in sunlight).
Just be sure to never fit non-standard (higher wattage) aftermarket bulbs, stick with the correct UV-cut bulb and you won't go wrong.
Obviously none of the above applies to the older glass lensed headlamps.