Diodes won't help. The problem is probably not RF noise but rather baseband audio frequency noise on the 12v lines; the radio probably has a pathetic power filter. You could try to filter the ballests but since they are pretty high power the filter would need to be beefy
As for the noise, does it happen only on FM or is it present on AM or iPod? If so, this pretty much rules out RF interference and rules in power noise.
A better antenna probably wouldn't help; if the noise is RF it will just pick it up better and if it is power it won't do anything. A better deck would probably help.
The things I would do if you rule out RF noise and don't want a new deck would be:
2. Upgrade both the ground and power wires (thicker wire) to the HIDs.
3. If you want to filter the HIDs, I would add chokes on both the +12 and Ground lines to each light (4 chokes). Something like this would work (also on power / ground to radio): Digi-Key - M8834-ND (JW Miller A Bourns Company - 2306-H-RC). You could also add some capacitance after the chokes but step two would probably help more.
In regard to antennas, I use a cheap amplified antenna (Metra 44UA200 Amplified AM-FM Window Antenna) on several of my older cars which is pretty good for $20-$30. It is designed for window mount but it could easily mounted to a fiberglass panel so that it is hidden.