Since I'm a one bike sort of a guy (GASP!!!) switching over any of the stuff I might need to ride is not a consideration. I have a rear blinkie (Bell) and a 3 watt luxeon LED headlight (it's a 3 AA mini mag light with my own custom twin hose clamp handlebar mount). That 3 watt LED is BRIGHT and so is the blinkie. The bike also has reflectors in the wheels, one on the bars facing front and one pedal has two reflectors as well. If I get runned over, it won't be from being invisible.
What frustrates me before I go? Not much really, I guess trying to decide how to dress to be warm enough without melting would be as close as it gets to being a frustration. But putting a carrier on the bike and strapping a windbreaker on there has pretty well taken care of that one, so....keep thinking, thinking, ah I got it, it's frustrating if the under armor is not freshly washed and in the top drawer ready to go.
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It's all downhill from here. Except the parts that are uphill.