Real fog lights sneak light under fog and mist instead of bouncing back it back into your eyes, yet a number of people have emailed me who are skeptical of that.
A well-designed and -placed fog light sits lower than a headlight is legally allowed to. It will have a flatter beam that doesn't rise up as much as headlights and will have a wider beam to cover as much of the road width as possible.
If they accomplish all those things, they give you better lighting in dense conditions, but still not the full depth of vision you have from headlights in clear weather. The rules of physics make it tough to pass photons through water droplets without some coming back. Never outdrive whatever forward lighting your car has.
Fog lights are common on upper trim levels of many cars or, if you bought a low trim level, easily added via a set of OEM-style fog light modules that drop into the molded well on your front lower bumper of fascia. Trickier will be the potential absence of a factory wiring harness to power and control add-on fogs, but running those circuits yourself isn't very hard with a good relay kit.
With similar effort you can add aftermarket fog lights that have a certain retro rally charm about them: Marchal, Cibie and Carello are some of the classic fog light brands that are easy to find new or used in the iconic rectangular shape.
If you envy the vintage Euro/American mashup look of the 1965 Mustang in A Man and a Woman, know that its distinctive yellow fogs were big in France and other francophone countries thanks to a belief that their wavelength reflected less glare. That has not only been debunked, but yellow forward-facing lights have been illegal in France since the early '90s and may run afoul of your state's vehicle codes here in the US. Not that they aren't available and don't look cool.