'Halogen' lamps are gas filled tungsten filament lamps in which a portion of the gas fill is from the halogen family, eg. Bromine, Iodine. The balance of the fill gas is some inert gas, eg Argon, Krypton, Xenon.
Xenon is the most expensive of the inert gases which may be used in lamps. Because atoms of Xenon are heavier than those of the other inert gases, there is less thermal conduction from the filament, less evaporation of Tungsten, and possibly other benefits. (I guess one could use Radon, and the lamp would be both more expensive and more efficient, but there are other issues...)
-Jon