I am thinking converting my foglights from H4 to aftermarket bi-xenon H4, and leave it on all the time. how will it look since foglight is being so close from the headlight?

 

It will be fine, but you'll have to rewire it since the fog lights only work when the low beams are on.

 

You may also want to consider the light dispersion. If reflectors in the housing are designed to work with normal bulbs, once you put in the bi-xenons the dispersion may be different and you may end up blinding all on-coming traffic.