Ditto, the Blackburn 2'Fer. Everyone should have at least one. It's the most versatile lightweight and compact bike light I've found. It does four modes: steady and blinking white or red. Buy a pair and use red rear, white front. I mount mine on my helmet. The built in clip is really well designed and will grip the strap of a backpack or shoulder bag, a belt, collar, whatever you have.
Even more attention getting/annoying is the Blackburn Click. The white strobe is almost seizure inducing. I'm not prone to seizures but the strobing is damned irritating at night, and I'm wearing it. So it's a good attention getter. Also as compact as the 2'Fer, but, alas, with a less versatile mounting system. I snagged one for $6 on blowout at REI and use it on the front of one helmet. The light itself has little hooks and a rubber band mount to secure it. Works well enough for a handlebar, head tube, stem or helmet.
If you're not too weight/bulk conscious, pretty much any headlight for the US market will have a strobe or pulse mode that's bright enough to be seen in daylight. The Light & Motion Urban series are the least bulky. I like the L&M Urban pulse mode, but some folks prefer the strobe. I don't know whether L&M finally added a strobing mode to their current lineup.
I also have NiteRider and Serfas headlights but those are all heavier and bulkier than the Light & Motion. Those go on my hybrids. I prefer the L&M Urbans for my road bikes. The L&M rubber band strap is a weak spot and may last only a year or so. I replaced my original strap with a Two-Fish mount. Works great, just a dual rubber block with Velcro straps. Better than the original L&M mount.
I kinda wish Cygolite made a white version of their Hotshot taillights. Those suckers are stupid bright for being so small, lightweight and inexpensive. Imagine how irritating we could be with white front mounted Hotshots.