I thought of that too. My buddy has a Millenia S and we parked the cars side by side to compare the headlights. They're very close in shape but the millenia's lenses are a bit more vertical than the 6's. Because the MX6's hood is more raked than the Millenia's, the headlight would either stick out on top or be aimed upwards slightly if you tried to follow the hood line.
in addition to this i would like to add that about two months ago, i tried to locate millenia headlights (btw, 95-96 were projector-like), and new ones are $US350+ and used ones were roughly $US250+ EACH! my guess is that unless you can find a pair for less than $300 (because there'll be a installation cost), you might as well get the j-spec lights from corksport. if you want more details, do a search on millenia in the 2nd gen appearance forum.
in light of all this, i think the hope of using millenia lights is 99% dead. this should be an faq. :E
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