What is your primary requirement of the lamp?
To see, or to be seen? Urban vs rural riding?
There are quite a few lamps that would qualify in the "be seen" category. I found these shoe lights, nothing to attach to your bike.
Shoe Lights
Helmet light? Perhaps designate one helmet as a "commuter helmet".
All of my current headlights and taillights that I am using are detachable. So, a quick flick of the rubber band, and they're off the bike. For theft prevention, I attach them to the bike when I need them, and remove them when I don't.
Various silicone rubber lamps can be easily attached to the fork, or wherever you wish.