Lights are mandatory for riding the through the tunnels in Colorado National Monument ($150 fine if you don't have 'em, $75 per missing light), but you don't need some huge Niterider. The lights just needs to make you seen from 500 feet away. I use a couple little LED lights, Planet Bike Spoks, and they work great (
http://www.rei.com/product/769615). Very small, very, very light, and they make me legal. The REI in Grand Junction has them in stock.
Also, at least during last summer, the Monument staff has been getting really strict with cyclists and traffic laws (speeding, stop signs, etc.). I haven't seen them get any more strict with motorists, though. The current Monument superintendent has been very hostile toward cyclists during her tenure. I know since I've had to deal with her personally and she's been a real pain.
The loop takes 2-4 hours depending on your fitness and how much you stop to gawk at the scenery. This is a fantastic ride, you'll be very glad you took the time to fit it in to your schedule.
Print out the map I made and enjoy:
http://www.tomorrowhillfarm.com/John...2005-07-09.pdf