I have the Segway LED light that comes with the Adventure package and it works well enough. I also wear a Cree LED headlamp attached to my skid lid.
For visibility at night when around traffic, I wear one of these:
http://www.roadrunnersports.com/rrs/products/AMP113/
Doesn't make you sweat and takes very little room in the front bag.
Peeps see me coming (or going) from quite a distance with this on.