Personally, I use 3 different things, just depending on circumstances or my mood...
1. Headlamp. Until you fly with one you don't know hard they rock. Get one that can flip up a Red filter for in-flight, and drop down to use the White light for pre-and-post flight tiedown activities. Petzl has a dozen varieties which will do the job well.
2. Lighted Pen. Yep, they are kind of hokey, but they get the job done.
3. Insight iSEE LED. It's primarily marketed at Cops, but it works OK in the plane. It is an LED light that slips in your shirt pocket, and shines down at your lap, though it is meant to shine at a ticket book or Driver's License held in front of you for Cops working at night. I end up using this one a lot when I don't have a headlamp with me, or can't wear one for some reason.
I've tried somebody else's lighted kneeboard, the standard .mil model, and I didn't care for it.
Good Luck!
FluxPrism