You can 1 of 3 things.
1: buy 500/800/1000 grit wet/dry sand paper (If it's basically in horrible condition go with 400/600/800/1000 wetdry). Give it a really nice clean and dry then mild pressure sand with 500 grit, blowing off excess dust (its going to look worst then before its ok), Clean dry, sand with 800 grit, same as before blowing off excess dust. Clean dry, and WET sand with 1000 grit really good, here it would look ok, but its not enough. Buy meguiars plastx (6 dlr amazon, and you will always have around works for everything) and a dime size amount start buffing it out. Lens will look brand new.
2: for 17 dlrs off amazon you could buy 3M Headlight Lens Restoration System, its basically the same thing BUT you could use it a maximum for about 4 head lights (2 cars).
3: ONLY if its a tad bit hazzy. Clean dry and pure white tooth past (you could add a bit of baking soda) and buff it out.
Personal experience. Go with option 1, I did it to my previous car, my brothers car, my GF fathers car results were AMAZING!!!!. This morning I did the same, but only to fog lights and reverse lights which were yellowish and only used plastix on head light.
With first option you will always have around, after you sand your head lights you don't need to sand again, just use plastix anytime you see hazz.