It not a bad idea to combine a running light with some reflective clothing. Reflective armbands, ankle bands, belts, hats will all add to ensuring that you are seen while running during a dark night.
A running light is best worn high on the body so that it can be seen from more angles but if you wear a light for example on a belt, then, other light reflective techs strategically placed around your body will add to you being visible to traffic.