I have a small light that I mount on my helmet with velcro. It augments my other lighting: Dyno powered tail light, saddle pack mounted battery light, and 2 additional belt-mounted battery lights spaced as wide as possible. Only the helmet mounted light is on flash. The rest I run solid. The logic behind so many lights is that a big array makes it easier for other road users to determine my position and speed.
A caution about helmet mounted lights: If you ride with a backpack, make sure that it does not obscure the light when viewed as a motorist would. I've seen so many cyclists that don't get this right.