There are lots of light discussions here if you do a search, magicshine being the prevailing one for batteries.
Decide whether or not you want to see (as in I can see the road), or be seen (I can't see anything I am running over but the car ahead can see me, I hope!!) and the budget you want to spend on it.

I started with battery lights and soon found them inadequate for riding at night. Especially after my night rides started going into 3 and 4+ hour territory. Batteries just didn't cut it so I went with a front hub dyno and a supernova E3. I keep a Cateye TL-DL1100 on the rear since the batteries last a long time and it is a very bright light from the rear and the side, however there are a couple of dyno LED lights that have very nice rear lights also that plug in with the fronts.