I'm assuming you have the factory setup now?
Then the first thing I would do is to upgrade the whole assembly with the ones used in the Outback - Tyc 19-5785-80 (or the Tyc 19-5785-80-1). These are the OE ones with glass lenses (instead of our stock plastic ones) as well as upgraded H11 bulbs. All you need to do is get an adapter harness from our current system to the new one (readily available at less than $10 for the set).
Here's a thread on the process -
http://www.subaruxvforum.com/forum/...hting-electrical/74225-fog-light-upgrades-using-2010-2012-outback-assembly.html. During the process, you can decide on various ways of making them yellow or use them white until you decide. However, you will get a much brighter light output while you are deciding.
Now back to the original question... some people love yellow as it gives the car a JDM feel as yellow fog lights are big over there. Others like it as it's more 'traditional'. And still other point back to a study years ago about yellow being better than white in fog (ie. fog is white so shining a white light on a white mist might not yield much). On the other side of the argument, most people feel that white is actually brighter so you'll get more distance (especially if you consider that most 'yellow' systems involve putting a coating over the lens or bulb and thus reducing the level of light output).
Personally, I think if you upgrade the whole assembly, you'll get that boost in light output and then adding a yellow system (either a coating on the lens or a bulb) while lowing the output slightly compared to the new assembly will still be a big increase in brightness to what you have now.