HQI's that I've seen with a built in ballast are used industrial and gardening sections of Lowe's of HD. The upside would be saving space, the downside would be the ballast going out while your fixture is still good or vise versa.

Cheap HQI/ T5 combos like fishneedit.com and aquatraders.com will have remote ballasts too.

HQI's tend to penetrate deeper and be good for 24" plus tanks. Mogul (depending on the reflector) will give you more spread for say a shallow cube with a big footprint. These two types are usually mixed up and used for both or either types of aquariums. If you check sanjay's site and compare SE vs. DE, DE will usually carry a higher PAR.