I have the VLAND Reflector type aftermarket LED's. This would fall in line with option two from your posting. Let me say, I have absolutely zero issues with these headlights and I think they're one of the best looking options that just so happens to be more on the budget friendly side when compared to many of the other aftermarket headlight options.
Now with that said, if I were to do it again, I'd still lean heavily towards OEM. Nothing against the VLANDs, I'm still very happy with them but in the grand scheme of things, I could have went OEM for approximately $500 or so more than what I had already invested in the aftermarket lights. Personally speaking, I really wanted the OEM lights to begin with but settled for a less popular option just because I also liked them and they were about half the cost. I figured I'd give them a shot.
I guess what I'm getting at is if you're in the market and plan to swap out the entire headlight units anyways, I would just dish out the extra cash and go OEM from the jump. They look great, perform great, and will come with the guarantee and reputation that you expect. If you're looking to go LED at the cheapest expense, then obviously I completely understand just swapping out bulbs into your existing halogen housing. Many go that direction without issue and it keeps the cost relatively low.