Many new burners underestimate the importance of lighting so hopefully this will get you off to a good start. Note that this is based on my experience and your mileage may vary.
The playa can be a very dark place especially inside your tent or the JOTS (porta potties). It is extremely helpful to have a hands free way to illuminate things and there is no better way than a head lamp. My personal headlamp is a 55 watts and has 3 brightness settings and a blinking setting. One set of fresh batteries easily lasted the week, however it is a very good idea to bring spare batteries just in case.
- Don't - Wear your headlamp on your head in public! It will blind anyone you look at. Doing this is like hanging a neon sign around your neck that says you are an inconsiderate asshole.
- Do - Wear your head lamp around your neck angled to illuminate the ground ahead of you.
Black Rock City is a pedestrian and bicycle city. If you are bringing a bike (highly recommended), you should at the very least have lighting for it at the front and back. Lighting the sides will improve your safety and is a good idea as well, but less essential. Headlights should be aimed to illuminate the ground in front - if you aim them too high you will blind oncoming traffic.
Don't Be A Darkwad
You will see this mentioned a lot. That's because darkwads are almost universally disliked. A darkwad is someone who goes out and about with insufficient personal illumination and is a danger both to themselves and anyone that might run over them. The bare minimum for safety is lights on both your chest and back. Don't become a statistic as it will ruin your burn and possibly others burns as well (remember the nearest hospital is hours away).
Chemical glow sticks are a popular lighting method although disliked by many due to not being eco friendly. Avoid cheap glow bracelets and necklaces - they rarely stay bright enough to illuminate you safely. If you opt for chemical glow sticks, get fresh ones and the stick kind.
LED Glow Products
Another option is electric glow products with battery powered LED's. There is a wide variety of battery powered glow products available ranging from sticks to necklaces to cyber dreads. The quality of these varies greatly so just make sure these are sufficiently durable that they won't fall apart and create a trail of moop.
Note: In 2012 approximately half of my led blinkies were dead on arrival or died quickly on the playa. I highly recommend testing these before dragging them all the way out to the playa, and bringing spares.
My personal favorite, EL wire is short for electro luminescent wire which looks much like neon and is very popular among the denizens of Black Rock City. Unlike real neon products, it is flexible, contains no glass, and can be easily run off batteries. It can be attached to clothing, signs, art cars, bicycles, and just about anything. Short lengths up to about 15 feet can be run off 2 AA batteries. One simple way to illuminate is to make several large loops in a 10 - 15 foot piece and drape it around your neck. This will illuminate you well from any direction and be easily transferable from one outfit to the next.
Note: As long as you don't kink it EL wire is pretty durable. The wire that connects it to the driver (battery pack) is much less durable. I had an issue with this connecting wire getting brittle and breaking in 2012. Lesson - check the connecting wire and plugs and repair any problems before heading to the playa since it is much easier to repair at home.