I've seen a nice simple HUD installed in an 2000 Audi S4 - he was using it to display boost pressure.
It was a compact, relatively flat electronic style display that projected on the regular windshield. Looked ok, even in bright conditions.
I asked the guy where he bought it and he told me the company making it had unfortunately stopped - not sure if it went out of business or simply stopped making it.
But they are out there - probably for the Evo/Sti market.
Edit: May have been this one:
http://www.defi-shop.com/product/con...ncept_top.html