In the UK these are very easy to find,many stores stock a little twin pack with elasticated fittings so you can add them to anything,about the size say 1" square.Sold here mainly for cycles as one is white led and the other red.I live on a dark unlit road that leads to the biggest hospital in North Wales and many joggers have them on there running clothes both front and back,they are also multi mode.
Here is a link with pic and details for you to give you an idea.
www.halfords.com On site select bikes then bike lights.
Power Mini Dual LED Bike Light Set
Features and Benefits:
2 x Extra Bright LEDs per light
Latest light focusing technology
Steady and flashing modes
Long lasting lithium batteries
Water resistant
Use on a bike, luggage and clothing
Rear light colour - Red casing with red LEDs
Front light colour - Blue casing with white LEDs