Don't worry about the law... Lights make you SAFE. Some people advocate using them all the time.

As jefnvk mentioned, 9:00 us usually pretty safe, but hours change, and by mid winter, it could still be a little dark by 8:00 AM. Likewise, if you use daylight savings time, then by mid winter, it is dark by 4:00 or 5:00.

Depending on where I am, I'll sometimes turn the taillight on at dusk (as soon as it would make a difference in rear visibility), but sometimes wait on the headlight until I need it to help me see. Or, I'll put the headlight on flash at dusk, then on steady when it gets dark.

I use flashers on the rear. I think it improves visibility, and identifies on as a bicycle, although some European countries require solid red for the rear. Do what others do. Flashing the headlight is annoying when it is dark, but ok at dusk.

Oh, another thing to think about is riding into the sunset. If you can't see, then the cars around you can't see you either. So, use extra caution, and turn on your taillight.