I really like the LED headlamps you can get at Home Depot for just a few bucks (well maybe $15)... Although you will look like a tree hugging dork, the light is always aiming at what you are look at. Also, the lights that attach to the grill always seem to get in the way in one form or another.
Nauti-Que BBQ Team
Pitmaster and KCBS CBJ & CTC