Gage has an actual collar that is a light blue, but super bright, for the little dogs and myself I have some strips that Velcro onto collars/leashes, I have 6 of them in 4 different colours and they are 5ish inches long.
I use Orbiloc lights... they clip on to collars 1.5 inches or narrower (I put them on the d-rings of wider collars).
They come in a variety of colours, have a blinking option or a steady light option, are really tough/waterproof/have an awesome battery life/are visible from kilometers away.
I use the flashing option for walking on the road at night, but having it on a steady light is good for offleash walks at night - you can always tell where your dog is. And if you have more than one and give them each their own colour, WHICH dog is where. Love 'em!