What to Look For
Look for a light that straps to your head, or "headlamp." Outdoor company REI stresses four basic considerations, all of which can be found on the product packaging: light output (how bright the light is), beam distance (how far it shines), run time (battery life) and weight. Headlamp manufacturer PETZL adds to this list beam patterns, which may be broad or narrow, and light levels, which may be adjusted to changing conditions. The company also recommends you look for a durable product--one that's either waterproof or water-resistant.
A headlamp that is fine for emergency use in the home when the electricity goes out, is not a good headlamp for use when running outside. Your choice of headlamp should be dictated by your activity, according to REI. Even a trail runner has different needs than a street runner, partly, as there is more light in the city than on a more remote trail. Generally speaking, the top consideration for runners should be weight, REI reports. Running Times, in its review of top headlamps, also rates highly "no-bounce" models.
Where to Buy
Your best bet--meaning a wider selection of products--is to go to an outdoor or sporting goods specialty store, as opposed to a more general or department store. Manufacturer sites, like PETZL or Black Diamond, are also good places to buy and to get a better understanding of how their headlamps are tested and may work on your running route before you buy.
Headlamps from leading manufacturers, PETZL and Black Diamond, range from around $15 to more than $300 as of 2010. Some headlamps are designed with particularly intense wide beams or for grueling activities where maximum durability is needed. These type of lamps are most conducive for ultra-marathons or expeditions and command a higher cost.