I am a big fan of reelights (www.reelight.com) - powered by a magnet on the spokes, so no need to worry about batteries running out, and they attach on the quick release or axle so it's a little more trouble to steal them. I'm a year round commuter, and they are more than sufficiently bright as a "be seen" light for city commuting, and I leave them on the bike all year round.