Started with Planet Bike led headlights. Very dim but still have them.
First "real" light was a Dinotte 200L. It gathers dust because it is too much trouble to dink around with 4 AA's in a battery holder that sits in a pouch, attached by velcro, attached by a cable, with a snap connector, and batteries that jiggle loose, and a cable connector that wallows out and becomes loose, - you get the point.
I now use a Shiningbeam flashlight that uses one 18650. Snaps onto a simple holder on the handlebars. Doubles as a kicka$$ flashlight.
Taillight is a $10 superbright red led light from DealExtreme that also uses 18650's.
Everyone tells me how insanely bright my lights are.