I have a couple of those big candles in glass jars about 10" tall and the diameter of a coke can.  They burn for about a week nonstop.  They are about $1.39 if you shop carefully and $2.00 or so if you don't.  Either way, it's hard to get more cost effective than that, if you don't mind candles.
Aside from that, you want a few LED flashlights.  There's lots of discussion of those already so I won't get into it here.