To stay safe outside when the light is waning, or completely gone, you need to be able to see and to be seen. So if you are camping and searching for firewood or cooking up some camp grub, you need your hands and you need light. You can't really hold a flashlight in these situations so what's a gal to do?
These situations call for a headlamp, a hands-free light that you wear on your head. Headlamps may be slightly dorky (OK - really dorky) but they sure are useful. The Tikka Plus LED (($34.95), by Petz, is water-resistant and takes 3 AAA batteries that can power the lamp for up to 22 hours. Think about how much firewood you can gather in 22 hours.
The head of the lamp swivels so you can aim light where you need it, and you can select from 4 levels of brightness. It even has a bright strobe setting making you more visible to cars and other people. This is an important feature if you are using the headlamp as a bike light or wearing it on a nighttime run (not the safest of activities but sometimes you have to exercise in the dark).
Having a headlamp makes me feel safe when I'm in the outdoors, and I always keep mine in my pack - you never know when you'll need a light.