Sidewall dynos can be great, but they're a little picky to set up so you have maximum spin but minimum drag. And if you're looking at changing wheelsets, then they'd need to be re-adjusted every time you do this. I really like a tread-contact generator like the Union/Marwa or the abovementioned Sanyo. They just plain work all the time, although they wouldnt work at all with studded tires.

So either shell out for a hub dynamo, or get a really good rechargable-battery powered light setup. Life is a series of compromises.