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This will be a 2 part post. This part will be more of a broad overview of bike lights, and the next one will be more specific.

Why do I need bike lights?

Some might be wondering why you need to invest since its just one more thing. I say there are a multitude of reasons. If you are riding at night you need to not only be able to see ahead of you, but you need to also be visible at a distance to other vehicles. Most cars have runner lights and the rear lights turn on whenever the car is on for exactly this reason. It is extremely easy to no unseen, and at road speeds being seen too late is the same as never being seen at all. Cyclists unfortunately do get hit by cars because they were not appropriately visible. Even in the day when you are more visible, it is important to have a good strobe to alert vehicles to your presence. A car is a lot heavier and a lot faster than you are. Don't mess with them.

Selecting the right one

Ok now that you know the importance, you might be wondering how to select the right one. There are tons of brands and tons of features. As a rule of thumb, cheap isn't good, and good isn't cheap. The most important is to know what you will be using them for and to select a reputable brand whose offerings have features inline with your needs.

Lamp vs light

This is most important for a front light. A lamp casts a beam forward to illuminate the path ahead of you. These can be used for general visibility too, but are larger, pricier, and have shorter battery lives than a regular light. A normal light is purely about being seen and are smaller, longer lasting, and less expensive. For day riding, a small light will do for the front. For night or trail riding a lamp is suggested.

Color

White for the front, red for the rear. It's the same as a car.

USB vs Battery

USB rechargeable lights tend to be more expensive, need to be charged, and are usually not as water resistant. They are rechargeable so no need for new batteries however. Battery options are cheaper and you can throw a pair of spare batteries in a seat bag or bag. For an application where the best is desired, go for the USB. For a commuter bike or lighter riding, battery options are just fine.