Although it won't improve your fuel economy, there's an easy way to clean up your headlights.
I had a bottle of the lens clarifying compound in this kit:
https://www.amazon.com/Turtle-Wax-T-240KT-Headlight-Restorer/dp/B001TI5IIQ/ref=sr_1_1?s=automotive&ie=UTF8&qid=1475544785&sr= 1-1&keywords=turtle+wax+lens+clarifying+compound
What I did was sand my headlights with 1000, then 2000 grit to get the old yellowed clearcoat off, then put some of the polishing compound onto the back of a wet dish sponge and got them nice and transparent. If you don't put some sort of coating on them, they'll yellow again rapidly. I originally tried diluted spar urethane, and then later a non-yellowing spraypaint clear coat, but neither worked very well. I ended up buying a tube of opti-lens which worked great and has stayed crystal clear:
https://www.amazon.com/OPT-OPT-OLC10-Opti-Lens-Permanent-Headlight/dp/B00GULJCUM/ref=sr_1_1?s=automotive&ie=UTF8&qid=1475544910&sr= 1-1&keywords=opti-lens
Original headlights:
Cleaned up:
You could, of course, buy new headlights, but my Insight doesn't have any aftermarket options, and new OE units would be ~$4-500.