I used to use the discount Home Depot LED lights until i bought an nice one by ITP lights. For some reason there off the map now so they must have been bought out. If you do get an LED light get a high quality single LED unit with a good reflector.
I just purchased a high CRI (color rendition) headlamp from Zebralight which has proved very helpful in those dark corners trying to see the colors on UTP cable. They make some nice flashlights too, but if you tend to lose lights you won't want to purchase them since they start at $65+
I figure if I paid good money for it I'll keep better track of it. Check back in a year to see if that worked.