Absolutely! Without trying to sound like an infomercial, you can do it yourself, for about $20 and an hour of your time.
What you need is this kit:
Which can be picked up at Wal-Mart in the automotive lighting section for about $20.
Follow the instructions, only sand with the supplied grits for longer than they say. I took my headlights off and just wet sanded while I watched TV.
After sanding with both grits, use the polish (CV #1) thoroughly, buff, rinse with water and buff again, and then use two coats of the sealant (CV #2). Don't worry if your headlights don't look completely clear after the polish, the sealant removes all remaining haze AS LONG as you sanded and polished thoroughly!
Here'* how mine turned out, they were severely hazed over:
Those spots on the bottom right are just beads of water.