Last weekend I ordered one of these on ebay:
I'll let you know how good it works on the Kobo when it gets here.
The Kobo is nice and light and I don't want to clip on something heavy so I was looking for something as small as possible. Some clip on lights seem to have quite large clips and hold 2 or 3 AAA batteries. This one takes a button type battery and looks fairly small. Hopefully it will work out ok.