I don't currently ride with both a helmet light and a light on my bars, but I've done it before and it was quite nice having a light I could point with my head. With the handlebar light you pretty much don't see anything you're not riding toward. For night MTBing I'd say the head-mounted light is absolutely non-negotiable, but for road riding is totally optional, though being able to illuminate a curve before you take it is quite nice. The guy I did some night MTBing with moved away so I doubt I'll ever do any of that again.

I'd say more important than that is simply having very bright lights. I never knew how dim my lights were 9 years ago when I started riding again and was using clip-ons with some AAA batteries until I got my first Nyterider USB-rechargable high-power LED bike light. Definitely go with something powerful for up front, and bright and blinking red for the rear, and you'll be fine. I don't prefer night rides by myself, but I'll do them, but not without a really powerful lighting system. It makes all the difference.

Btw, having the light mounted lower than your head in some ways makes it much easier to see bumps/rocks in the road, etc. With the light on your head it's harder to see bumps than when the light is on your handlebars or even lower. This is because with the light on your head you more or less don't see any shadows because the light is originating so close to your eyes, while with a handle-bar mounted light you can more easily see the shadow cast behind an oncoming bump or rock on the road, which helps your brain grok that it's a bump or rock.