I would second the use of flashing red LEDs – even if the unit only has 2-3 LEDs, it is amazing how far away they can been seen in even moderately dark conditions, let alone pitch black. Quarter-mile visibility is easily obtained. One good source for such units is bicycle shops or, sometimes, the cycling section of the local discount store. I've insisted my kids wear one of these while trick-or-treating for the last 5 years.