I found the clip-on lights with the light on a spring arm to be problematic - they also gave me a headache from the "hotspot" they created.
I've had much better results with the eBook-Lite. The light shines down perpendicular to the device, so there is no hotspot glaring back into my eyes (link with details in my signature).
The Kandle and Solis also have a similar method of lighting the "page" but use a different clip. I'm not sure if the Solis will fit a Sony, but the Kandle and eBook-Lite should fit.