I highly recommend NOT using the window tint film on the headlight for 2 reasons:
1: The tint wont like the heat from the headlight. I have not yet gotten a 250r so i dont know how hot the headlight lens gets but either way the adhesive wont like it.
2: Tint is meant to go on the inside of the window for a reason. The direct sunlight on the tint itself will dry out the tint and will make it flake off, which is NOT pretty at all. Also any high speed bugs that may be so unfortunate as to die from the 250r's headlight will also most likely leave a nice little mark in the tint.
I only say this b/c i did this on an old car of mine and it looked REALLy good for about 3 months, then it went downhill from there. Just my .02 though.
The spray stuff is much better IF applied correctly but a lit of people DONT apply it correctly. Her are a couple write ups that explain the correct way of installing Night Shades (the spray on stuff)
http://www.350z-tech.com/zwiki/Tutorial:Smoking_Taillights
http://forums.nicoclub.com/zerothread/255365
-Sean