The post by Colej23 is correct. The bottom line is that every state and province will include a provision that lights must meet FMVSS (federal motor vehicle safety standards) specifications for lights. This means that HIDs are not legal in any state in the U.S. or any province in Canada unless they came on the vehicle from the factory.
That last line is important. It means that if they came on, for example, a 2008 "rice rocket SS" but not a 2007 "rice rocket LS" and the owner of the 2007 takes off ones from a 2008 and puts them on the 2007, they are still illegal. They are only legal when they came from the factory because the FMVSS standards include approval on each individual make, model and year.
I am not going to get into a discussion on who championed this provision or why, but I think we can all figure it out.
This means that all the "DOT approved" stickers, labels or printing don't mean a thing. The bottom line is that they are not legal unless they came from the factory. This means that no Trailblazers, Envoys etc. can legally run HIDs (except for those few who had them from the factory, which I think is maybe some Denalis or maybe the Saabs??)
Just because the police don't bother you also doesn't suddenly make them legal. Usually, officers have far more important things to worry about on the highways than lights.
Now if your HIDs are decidedly blue enough to attract their attention or are poorly-aimed, then you are just setting yourself up as a target to get stopped some day. Most patrol officers don't care about well-installed lights that are aimed properly and just don't comply with some minor paperwork for that make or year of vehicle. But in some states and provinces, there can be roadside safety checks, and your vehicle will fail at that time.
So, if you are going to install them, understand they are not legal. Usually no one will care much, especially if they are installed and aimed correctly.
Most of us care about good lighting to stay safe on the highways for us and our families, and this is why most of us will avoid the blue-tinted bulbs that serve only for the owner to think they look cool when in fact they simply reduce the actual light output. Sadly, there is no free lunch. HIDs are illegal and must be installed and aimed very carefully; higher output bulbs like the Silverstars burn "hotter" but give you much shorter life, and tinted bulbs reduce the actual output of the lights.
Personally, I like the Nighthawks because they are legal and the best compromise between slightly higher output at the cost of a slightly shorter life. (I have run one set for 4 years and never replaced one.) I would also NEVER disable DRLs because I think this is an important safety feature. We have had them for years in Canada, and when I am looking to pass someone on the highway and an oncoming vehicle is too old to have DRLs, they really stand out by their absence.
The average inattentive driver on the highway these days is brainless and unskilled anyway ... and I want to give myself EVERY advantage to continue to live and to enjoy my ride.