No matter the light sources, everything could be useful. The way I see it, it's better to build your own but you can deal with lamps you'll find in the market.

No matter the location too : every place can be interesting as you see it in a cool creative way. At first try to pratice in really dark spots to have time to to tryouts.
Working with models/athletes/animals equiped with lights was always on my mind but I never had the opportunity to give it a try. There's so many trips to imagine :D