Awesome... it took me forever to get around to doing this mod, but once bought the diodes and heat-shrink tubes it took all of 5 minutes! I went with All-on-High and Fogs-on-Low.
Got the diodes at Radio Shack for $2.59, and the tubes from Fry's for $2.19 (pack of 10, precut to 2" long. I used just under 1" for each diode). I got the black 1/16" tubes... misjudged the size of the diode, or else I would have gotten one size smaller (either 1/32" or 3/64", I forget) which would have been more snug, but the 1/16"s were ok. Add a $.99 light from 7-Eleven and I was all set.
Question: Would this technique be applicable with other GM vehicles, or even other makes/models? As in, can we attach diodes to the equivalent HDLT-LO and HDLT-HI terminals and expect it to work? Specificially, I have an 04 TrailBlazer that I'd want to have the All-on-High feature. I would tinker, but I thought it would be smarter to check with the electircal gurus here first before burning out the TB's system.