This article is from the Car Audio FAQ, by Ian D. Bjorhovde (firstname.lastname@example.org) with numerous contributions by others.
Although headlight wiring upgrades can often be beneficial for
achieving a higher steady-state illumination, it will not improve the
dimming situation. Since the headlights are not the cause of the
voltage fluctuations that are producing the dimming, upgrading the
wiring will not fix the problem. The voltage fluctuation is present at
the battery terminals, so it will be transmitted to the headlights
regardless of how the headlights are wired. If you think of the
fluctuation as an AC signal, then it becomes readily apparent that this
circuit can be represented by an AC signal in a voltage divider.
Decreasing the resistance in series with the load by upgrading the
headlight wiring actually serves to slightly enhance the AC signal at
the headlight's terminals. In other words, the dimming effect could
become even worse by upgrading the headlight wiring!