I have had really good experience with the Blackburn Quadrant/Mars combo.
I've used a few different brands and these seem better than lots others, they seem to take a bit of a beating, don't drain batteries too terribly quickly (yet are bright) and the taillight has great side indicators.
I'd give you a link but I haven't been a user for more than one full day, so I can't put up links yet. A search for "blackburn" should turn it up.