A battery operated light source is great. If it looks in-period that is extra awesome, although because light sources are often brought for safety reasons, a small non-period light source such as a small flashlight or glow stick are also welcome. Open flames, whether they be torches, lanterns or candles are often not allowed due to site restrictions and fire banes. The most popular light source is typically glow sticks as they are bright enough to light the way for one, but not so bright as to make you a target in the woods or to blind all your buddies that have good night vision. That being said, if you found a cool battery operated torch/lantern that rocks, as it is always cooler to have things look a little more realistic.