Are you a headlamp kind of guy? Pretty impressive headlamps are available for about $12 these days, the kind of thing that blows away anything that was available at any price 20 years ago. (Somebody will probably call me on that, but it's not too far off.)
I have a headlamp that I have on occasion used for "miscellaneous outdoor activities" (okay, even though I think it's a crummy name, I am referring to the torture form known as "rogaining"), but I have never used it for after dark running at home. Again, once snow is on the ground, it's not really necessary, at least not for me. I can see well enough to run sans lights on trails with no problem in the winter after dark.