I leave my bike parked outside all day, and I decided it was better to have no release than quick release -- my lights are bolted on permanently. I haven't had them stolen. I use the Optronics lights with the Minoura water bottle bracket, both mentioned in the total geekiness thread. Total cost is around $20 plus bulbs.

In terms of connections, what kind of battery do you have? The optronics lights come with wire and connectors, but you still have to figure out a connection to the battery. Soldering is not tough and you can get a soldering iron for less than $10. For around the same money you can get a crimp connector kit and a crimping tool.