Cygolites all the way for me. They are a great balance between being effective and affordable. (check eBay for deals)

They could get smashed in a fall or stolen. So I don't love the idea of having super expensive lights.

But the $10 Amazon specials aren't reliable enough or bright enough as primary lights either. Cygolites are good enough to provide actual safety, reliable enough that they'll work when you need them, and cheap enough that they are replaceable if you break or lose one.

For me it's the Hotshot 150 and Hotrod 50 on the rear (2 lights, with different blink patterns. One also can only be seen straight back but the other can be seen at a pretty wide angle from the sides) And a Dash 460 in the front.

For the front, I don't ride for distance in the dark. I use it mostly as a daytime "SEE ME" light and its' great for that. For my 2-3 mile dark rides when I commute in the winter it's okay as a headlight. If you're riding in the dark for more than 2-3 miles on a regular basis, I'd go with a brighter light that makes a better headlight to illuminate your path.

There are other brands that fit the Cygolite sweet spot of 'good enough and cheap enough' without being too pricey or too ineffective. But Cygolites are all I can speak about.

No matter what brand you go with, something that's USB rechargeable is the only way to fly. With any kind of regular dark riding you'll burn through batteries fast. USB rechargable ones are great. You can also keep a small USB charging battery with you so plug a light in if it runs out of juice while you're on the roar as a backup.