1) Lights - give drivers up to 60 feet to see you with clip-on lights. The new family favorite light: Amphipod's arm band. Wrap it around the bicep of your street-side arm (should be your right, if you're in the U.S., left in England, etc.).
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.

3) Jacket - the latest addition to my night-time running gear is this fluorescent yellow jacket by Brooks. It is not reflective, so it isn't visible until about 10 feet but the light color gives my lights something bright to bounce off of. Plus, it's wind and water resistant, so it's a good piece for autumn/warm winter runs. Extra bennies: inside pocket that velcros shut for my iPod; silver threads to fight odor; a slightly longer tail, so it's good for biking and running; and a couple small reflective elements (see arrows)
Happy safe running!