On-road or off-road? If the former, is it urban riding or country riding?

There are a lot of good lights on the market. Some cost more than others, but in many cases, you get what you pay for.

My MTB is equipped with Amoeba lights (one on the handlebar, one on the helmet). I spent approx $400 on them, but I can ride my normal trails at night with complete confidence. On my commuter I run a Lumotec IQ Cyo generator-powered headlamp and a Dinotte 140L tail light. I also have two back-up tail lights in case the Dinotte's batteries run low. The generator is a hub unit, so I had a wheel built to power the front light. Cost was approx $500 for the commuter's lighting.

Note that it's entirely possible to spend less, but I know first-hand that "buying right" the first time saves money in the long run.