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Don't burn out! Bicycle lights can be expensive so make sure you choose some that will be worth your money and won't leave you in the dark. Lead acid or nickel-cadmium battery powered lights, while the most expensive, are the brightest (a company like NiteRider is a reliable source for quality battery powered lights).
*Lead acid batteries cost a bit less, but have the least recharge lifetime. Ni-cad batteries cost more, but have a longer rechargeable life.