[Post a link to the HQI MH you found that uses no ballast. It likley has the ballast enclosed in the fixture so you don't see it. This is bad IMO it adds a lot of extra heat. Remote ballasts are win.
I'm not sure I can give to technical of advice, but a ballast is what converts electricity into the proper form, wattage, amps, etc etc to power a light. Any non-standard screw in bulb will need a ballast to do some conversions of electricity. Even the CF bulbs you get that screw into a starnard socket have a ballast, its in the plastic housing at the base of the bulb.]
