I had a dealextreme light recommended in a thread- it works good, but only when the e-reader is in the case.
I ended up mostly using a Nook Lyra light...it's got a much better neck for angling the light. My wife has the same for her Kindle 2.
As far as CR2032 batteries being too expensive...see here: $3.43 for 20x of them.
http://www.dealextreme.com/details.dx/sku.751