The "Baja" rectangular lights from walmart, if you got them for $10, are an ok deal for a super-cheap pair of low-end lights.
As per the other suggestions, you definitely want to wire these with a fuse and relay, otherwise they are not putting out what they are capable of.
As for the LED thing, the reflectors for a LED bulb are usually quite different compared to that of a Halogen/Xenon/Krypton bulb, BUT there have been "retrofit" kits available for some lamps and reflectors (though none in an H3 application that are of any quality), so it would be possible with the right LEDs, though you would likely spend more money fabricating it up than you would on a new pair of lights with better output to begin with.
In any case, as to the original question, my suggestion would be to buy the Sylvania 55W H3 halogen bulbs (also available at Walmart for ~$5/ea) to use in place of the cheap bulbs that come with the Blazer lights. The Sylvania/Osram bulbs are made in Germany and are of the highest quality, with the finer filament putting out more light, assuming you've got the fuse/relay setup and the 10 ga. wire to deliver maximum voltage. I can't say this would be a cost-worthy improvement, as the price of two bulbs will be almost that of what you paid for the pair of lights, and while the bulbs may make a noticeable improvement in output, it may only be a 10-30% perceived increase. For the same money, obviously you could get another pair of lights and have a quad driving light setup for off road, giving an even bigger improvement in visibility. Please note, however, that it is illegal to drive on-road with driving lights on, and even with them off if they have the covers removed.
Otherwise just use 'em as is, or do some minor modding like removing the plastic grille off the front to increase output by not blocking the lens. Cleaning all the grounds so they are in direct contact to bare metal with zero rust, and a solid, snug bolted connection helps as well.