Out of curiosity and without much thinking I went to Borders and bought an inexpensive US$12.99 booklight today. To my surprise, it works very well with the Sony Reader. It's compact and light weight, has three LEDs that can be dimmed, and a 360 degree rotating body.
I use the left side of the Reader cover to snap the light onJust figured out it snaps very nicely on the right cover side "underneath" the Reader.
The official name is Paperchase Z Light and it looks like
on this page except that the Borders one has three LEDs.
Just wanted to let you know