On my Domane, I use a wedge type saddle bag and don't have enough seat post to use a seat post mount for a tail light.
I don't like putting lights on the seat stay, I always seem to end up breaking the light there.
So, on
Shapeways I found a custom clip that allows me to put my light on the loop on the back of the saddle bag. With a big of added velcro to keep the light vertical, it works great.