Many are concerned about riding at night until they do it a few times (I know I was). I like having front and rear lights on flash as well as my general illumination light (PBSF in the rear, PB 1W Blaze in front). Use rechargeable batteries in everything and there is virtually no cost once you get set up.

As for bike lane vs. taking the lane, it really depends on the specific situation. I usually stay in the bike lane unless there is a reason not to. I also like having a mirror to keep an eye on what's behind me although their headlights usually give them away.