I do have a 18V Makita trouble light that came with my tool kit that is very useful, but there are many places that it doesn't fit.I guess it boils down to your work style and type. They do have rechargeable trouble lights using LEDs, HID ($$$ and fairly fragile), and incandescent. They work with a cord and when there's no power run on internal battery packs. Some have variators that let you adjust the light output so you have only as much light as you need while extending battery life.
Cordless tool makers like DeWalt, Milwaukee, Makita, and others have lights that run on the same packs their other tools (i.e. drills) run on too. This cuts down on extras you need to carry, etc.
<--- love the 18V Makita light.
