I'm looking for lights that I can wear while riding at night or maybe ones that can clip to my messenger bag.
I'm preferably looking for inexpensive ones that run on AA or AAA so they can be recharged.
Hmm.. I'm more then sure this can run off AA/AAA only after you modify it. I don't know what the voltage is on this unit as I don't own it. If I did know the voltage it's a simple matter of finding out how many AA/AAA it takes to come as close to the voltage the device needs then removing the wire for the rechargeable batterypack and soldering (or if you don't have a soldering irion crimp the wires back on with a pair of pliers) a 9v battery clip and use a battery holder with a 9v head on it. All can be found at your local electronics store or Radio Shack.
http://www.blt-lights.com/product/signal_vest/