I'm very fond of my Nite Ize glow stick. Runs off a watch battery, is lime green reflective/red light. Can be set to slow blink or steady glow.

Gonna get some Knogs, too. www.knogusa.com $18 for two.

Road ID sells some good blinkies: www.roadid.com $12

If I buy a set (headlight/taillight) I'll get a Cateye set from my LBS. $28.