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Since nobody has responded I'll throw some of my thoughts out there, it depends what you want to spend.
On the low end you could get cheap PNP HID from ebay, have a ton of foreground light, blind oncoming drivers, and poor distance lighting. est cost <$75
On the high end, purchase some of the 2015 LED headlight assemblies from a dealer and swap them out, might require some harnesses or wiring mods. could run over $1200, maybe $1500. Not sure if HID are an option on the 2015, if so still might run over $1200 for headlight assemblies, bulbs, ballasts, wiring.
Somewhere in the middle you could get some RX350 or FX-R projectors and some decent D2S bulbs and ballasts, some JB weld and do your own retrofit conversion. You'll have to cannibalize the headlights on your truck or buy some sacrificial halogen headlights. Probably the best bang for your buck but a lot of work. Unless you have a pro retro-fitter do it, then your up to a pile of money again.
You could also add some decent projectors but not sure where you would put them without something like a brush guard.
I ordered my 2015 2 weeks ago and it won't be in until April, so not sure what lights come with it? I wanted the LED lights, but couldn't because I have the Plow Prep package. I will also be interested in some LED lights, if they don't have them already.
Seeing other vendors I'd say be prepared for 2.5-3k for a pair of the official LED lights. And a BCM update will definitely be required, if Ford allows it.