It's all about the headlamp/tail light combo, not so much the power source. The SP hub is a modern full floating hub where both sides of the are floating, not tied to the frame (as opposed to the older scheme where the frame provide one of the two conduction paths). it's no different than the power outlet in your house except lower voltage/current.

With such an investment, an SP hub and rim, I expect you'll buy one of the better headlamp/tail light kits, in that case it's very important to follow the instruction specific to the dyno light kit you choose. All you need from SP is how to use the connector that goes between the SP hub and your dyno light kit.

Here's a great website for helping select your headlamp kit:
Bicycle lighting, mostly powered via dynamo, and USB power from dynamo

He recommends and sells the Phillips Saferide dyno light, I have one and it's great.