A light on your leg does something nothing else out there does. Moves up and down. People notice. The main reason I no longer use one is that my body no longer likes the strap carrying a battery light around my skinny legs. But I did it for many years. I now live in Portland which is pretty bike aware. Use the usual stuff. Tail light, vest, headlight and I put flashers just forward of the corners of my hips on the vest waist band to shine at left turning vehicles and those coming out of side streets. Drivers appear to see them.

Edit: A fun thing I did with my workhorse winter/rain/city fix gear after I had it painted with stock sky blue powdercoat. Went on line and searched 3M reflecting tape. Well, an industrial site had a wide variety of colors so I bought a roll of one that looked close. Upon arrival - score! Very, very close to identical other than a little pattern to it. Bike now wears the entire roll. It's blue so not super bright but there is a lot! And 3m tape is very good. Both for stick and reflecting.