Headlights mount onto your handlebar, but many can mount onto your helmet, too. You should use both when riding at night. The beams of helmet-mounted lights can be directed by just turning your head, so if you're using only 1 light, you'll find that a helmet-mounted light will be the most versatile.
Rear safety lights can be mounted on your pack, pocket or seatpost. Some can also be mounted on the back of rear bike racks.
Side safety lights usually mount on either spokes or frames. Because spoke mounted lights clearly show your wheels in motion, they are highly visible.
Battery packs for high-output lights can be attached to your bike or—since many have dramatically decreased in size and weight—stowed in a pack. Quick-release hardware allows you to take your light with you when you leave your bike, especially when the battery and light are in one unit.