I don't want to be dramatic, but if you exercise outside in the dark without lights, you're running a real risk of being hit by a car or cyclist. Be safe: if you've already invested in running shoes and wicking tops, spend a little extra on gear that will help you be seen:
Headlamps are also good, if you want to light up the path in front of you. However, some people complain of getting motion sick if they watch the light bouncing off the ground.
2) Reflectors - If you're only using reflectors, keep in mind: drivers will not be able to see you until they are about 30 feet away. I like to combine reflection with lights - it doesn't add any bulk and it gives me a chance to sport this ultra-sexy, mesh crossing guard vest with front and back reflective strips!
Happy safe running!