Good old Tescos! Last Saturday I got a pair of LED 'button' lights - the ones with a bit of elastic attached that you can lace into your helmet, coat or, originally, fix to a bike!(They have a grooved back, profiled for a seat stay etc)
One red, one white - each powered by two CR 2032 cells.
They have three modes - I prefer the first which is a sort of 'reverb flash' - like police lights, regular flash and on.
The white one illuminates everything, particularly the reflective signeage...twice now, I have had the comment "Looks like the Old Bill"
So, not only are these lights seriously bright - they're very 'PC'.
Price?
£4 - less than the cost of four button cells.
Winter draws on - get some in...