groovinD - You can switch your DRL to LED, but you NEED bulb size number 9005. The link you mentioned is for bulb size H11, which is your HEADLIGHT size.
IF you replace your headlights (driving lamps) with LEDs, you'll NEED a high powered LED kit with a minimum brightness of your current bulbs' 1300 lumens or higher. The very new CXA or MT-G2 (search around for it) technology has long broken the 1800 lumen barrier and is rapidly getting better, as the newest (MT-G2) bulbs are moving well into the 3200+ lumen territory (VLEDs hasn't even tried these yet).
BUT, back to DRL, bulb 9005. If you want nice BRIGHT DRLs, NEED a kit that comes with "decoder" resistors. The resistors allow the DRL to operate at high beam power all the time. I'm not sure how well "flashing other drivers" will work in the daytime once installed (you might lose ability to do it), but I'm sure others have played around with it.
What you'd be looking for is either:
Low light output SMD product (- 500 lumens):
https://www.ebay.com (commissions earned)
A much better CREE product (upwards of 1000 lumens):
https://www.ebay.com (commissions earned)
None of these are "dirt" cheap, but for the price you'd probably go with the second one.
Now, back to your headlights. H11 LED HEADLIGHT kits run about $70-200. Depending on the lens, these *might* work better in non-HID housings than if you were to buy an HID kit for your existing housing. LED headlights have not been extensively tested, but have gotten good results with some peoples' vehicles. We'll need LED guinea pigs for non-tech CX-5 headlights.