I have to agree with the many people upthread who use LED lights. I usually get mine at the hardware store, but I'm sure if you went to a bike shop they'd have a decent selection, since LED's have become so popular. I usually go with the cheaper ones, around $15 or so each, and I'll use several at once. I've got one that I use as a headlight and then a few more on the back of my bike and attached to the sides, since I often ride in places with no streetlights and I want to make sure I'm super visible to any traffic.
I'm not sure what stores you have in your area, but Amazon actually has a pretty good selection if you don't mind shopping online.