If you are stopped by the police for driving at night with a defective headlight, although they could issue a fixed penalty notice (FPN), they are more likely to issue you with a vehicle defect rectification notice. This means you have to fix the fault and provide proof, such as a receipt from a mechanic saying the fault has been fixed, at a police station. This would be in addition to any order to produce your documents for inspection at a police station as described by j-t-p.
However, if you were to follow the advice suggested by Toureman and were to switch on your front fog lights in conditions where it would be an offence to use them i.e. the visibility was not below 100m, then that act is in itself more likely to incur an FPN than the original faulty headlight.