Lights will just ruin your night vision. I love night riding and never use a light, just remember your horse sees much better at night then we do. Doesn't hurt to take a light along for those really really pitch black nights. Failing that, they do have LED lights meant for strapping around your head and I bet you could attach it to a breast collar.
There is at least one company that makes lights that fit on breastcollars. The mounted S&R team I served on had them. You were able to angle the light down on the trail so that they didn't cause night vision issues with horse or rider. They were spendy I remember that but unfortunately not the name of the company.
Our BO will do moonlight rides on nights with a full moon if enough people "buy in" on it or he has a special request from a customer. They do it without lights (except flashlights in case someone needs to potty or whatever) and on rather rocky, mountainous trails and have yet to have anyone injured or any horses injured.
As Darrin said, having "headlights" will kill your night vision and your horse's and would do more harm than good.
Yea horses have great night vision, I have gone on a accidentle mountain midnight ride and the horses hiked down no problem even though I couldn't even see the horse I was ridding!
If you want a little light for your benefite, buy a red light flashlight, they are used in planitariums and such becuase they wont ruin your nightvision (learned that in Astronomy)
One could get a headlamp and attach it to the horse's browband. That way, the light would go everywhere the horse looks as they turn their head.
I have seen some headlamps that have a clip, to clip onto hat brims. I just don't know if they would be powerful enough.
I use caving lights, similar to these. I just never thought to use them while riding.
During hunting season in the fall, I frequently ride in the dark. Getting to a hunting spot before sun up or returning late after sunset.
Get one of those LED head lamps, Put it in the red or blue light mode so you can see branches before they hit you in the face and then ride. The horses can see well enough that they don't need any light.
One year a fellow had shot a moose and we rode into the area to retrieve it. We arrived just as the sun set. Butchered the moose, loaded it in the panniers and I lead off riding my gelding and leading the the other two horses. I found I was better off to leave the light off and just let the horses follow the trail. It was a black night, heavy timber, the horses had only been up that trail once on the way in. So I was timid about just turning them loose. But as they headed for the trailer, I would occassionally hear their hoofs pass over the small foot bridges along the trail, I would see the occassional square cut end of a log letting me know that somebody had cleared a dead fall off the trail. These little signs comforted me to know the horses were staying on the trail. They walked right back to the trailer and stopped.