I use a combination of lamps.
First off ... you need to be seen ... for that I use a set of blinking led lights:
http://www.amazon.co.uk/Electron-Fro.../dp/B002DQAWFM
Secondly ... you want to see where you're going ... for that I use a set of two led beaming lights:
http://www.amazon.co.uk/Electron-Nan.../dp/B000NOO3SS

A headlight does not disperse light sideways to make you visible, so I advise having both a front headlight AND a blinking light.
The blinking lights are mounted on my seatpost and steering tube while the headlights are mounted under each of my brake levers.