Be safe - be seen. Only your life depends on it. Night walking means taking extra care that cars see you. For the best safety, your entire outline should be reflective and you should carry a light or wear a flasher.
1. Reflective Vest
Wendy Bumgardner ©
I carry one of these in my car to quickly slip on for night walking. The mesh means it is cool and lightweight, and it adjusts for people of all sizes. The reflective strips on front and back provide safety, and if you get it in orange it provides day safety as well. 
2. Black Diamond Nightray LED Headlamp
Wendy Bumgardner ©
For hands-free night walking, this headlamp is an essential. It is lightweight, bright, and it runs on 3 AAA batteries that last "almost forever." The Nightray has 4 LED bulbs for proximity lighting and a lensed central bulb that projects a good spotlight. You can adjust the angle of the beam and adjust the fit of the headlamp over your head, hat, or bike helmet. This headlamp is my first choice for night walking.
3. Glo Glov
Wendy Bumgardner ©
Open-fingered gloves with big reflective triangles on palm and back of hand, and reflective strips down each finger. These provide great visibility, especially when crossing the street and flashing your palm to traffic. Wear alone or over other gloves, in all seasons.
4. Boss LED Head-Lite Running Hat
Wendy Bumgardner © 2006
Wow, just what I needed and never imagined existing - a hat with a built-in ultra-bright, ultra-light headlamp. For walking or running in dusk, dawn, or after dark, this is a great accessory. It fits and feels like any other good cap, you can wear it anytime. After dark, just push in the button and you have an ultra-bright LED light to show you the way. The light adds no weight at all. One drawback - the light might not be at the best angle for your head position.
5. Reflective Armbands and Anklebands
Reflective anklebands and armbands are a good choice if you don't want to wear a vest. They will show you are a moving object.6. Safety Lights
Attach these super-bright, lightweight LED lights to your waistband for night safety. Cars can see it over a half-mile way in clear night conditions.7. Reflective Hat
Your night hat should have reflective strips, or choose an Illuminite cap such as these.8. IllumiNITE Jackets, Shirts and Pants
IllumiNITE fabric has reflective threads throughout, giving you 360-degree visibility. Jackets include fleece, lined, lightweight, etc. in many styles. Get performance and be reflective. They look normal by day, glow by night.9. LED Hat Clip Lights
If you already have a favorite hat with a bill and just want to add a clip-on head lamp, these LED clip lights are ideal. I have the same problem with these as with the LED hats - it's not easy to adjust the angle of the light, so you may not be spotlighting your path as well as you wish. In my case, I walk with my chin up and the light ends up too far in front of me. I prefer a real headlamp where I can fully adjust the angle.