As for the naked thing, it's personal preference. I don't really care to see a bunch of brightly colored plastic. I want to see the engine and the headers and all the stuff that makes the bike what it is. When it's all covered up, it might as well be a 250 in there, for all I can see.
I like the 599 headlight, too. Was hoping to spot a used one somewhere for transplant onto my niner, but no such luck. Even checked UK ebay and threads. Can't justify the coin for a new one, so I'll stick with stock. It is a nice looking light, though. I also like the V-Rod light. They might be more plentiful.
On dual headlights, wonder if you could find a used Triumph set-up floating around? Probably not. They look pretty good, but I bet they're as hard to come by as 599 lights.