I picked up a couple of LED lanterns from Boscovs for $9.97 each on sale.

Decent and adjustable brightness, although not as bright as a propane lantern. I don't have to worry about bulbs burning out anytime soon, runs for quite a while on batteries, don't have to worry about someone accidentaly knocking it over and starting a fire.

I've also hear that they can be had from Rite-Aid at the same price from time to time, but I could never find them there.