There are a lot of cheap, poorly constructed and unreliable options out there, and the truth of the matter is, you get what you pay for. The last thing you want is a light that fails mid-ride, especially a rear one that you're unlikely to notice right away. Therefore, it’s imperative that you invest in a set of bike lights from a reputable brand. While this might cost you a little more initially you can rest assured knowing they will last for years and often be covered by a warranty.
It's also important to know your light has a safe, reliable lithium - Ion battery that will also keep you safe.