No weapon system is complete until you've integrated a lighting system.  From a tactical perspective, the lighting system has to be easy to use, durable, light weight and must integrate with the weapon. 

Rifles are the number one platform for tactical lighting due to the requirement that both hands be used to handle the weapon effectively.  Just as you would not spend bargain basement for the optics, you would not spend bargain basement for the lighting system.  This does not mean that you have to break the bank to have a lighting system, but quality does cost more than $10.  The oldest style lighting system is attaching a torch style light with a dangling pressure pad to the weapon.  Although this is an inexpensive means of obtaining a lighting system, it is also an outdated and tactically unsound system.  The primary problem with the torch style light is you have a dangling wire that is exposed for damage and can become tangled around other equipment or obstructions.  Another option is using a light such as the Streamlight M3, however this also creates a problem due to either having the same dangling pressure pad or having to manually operate the switch at the rear of the light.  SureFire produces the absolute best tactical lighting system for the rifle in the form of the M900 series.  The system is produced by integrating the tactical light with the front foregrip and allowing the entire system to attach to any 20mm mounting system.  This is prefect since the foregrip allows better control of the weapon along with the pressure pads to activate the light being integrated to the grip.  This system eliminates the loose wires that dangle from the old style of attaching a torch style flashlight with a pressure pad to the weapon.  This system is extremely durable to due to high quality construction and the compact design, but you will pay for the name.  Two of the top replicas of the M900 series on the market include the Rico Alpha 9, which includes a low light twin LED for navigation in darkness, and  the LayLax Nitro V900.  Both of these are virtually identical to the SureFire system, but you will pay about half to one third the price due to name brand.  These lights produce 250 lumens and use the 9v lithium batteries which provide approximately 60 minutes of usage.

Shotguns do not currently have a premier style lighting system at this time.  Although shotguns still have a tactical use, nobody is producing a lighting system that meets the requirements of the tactical operator.

When it comes to handguns, the Streamlight M3 is the best lighting system on the market.  There are several replicas on the market and they work just about the same.  The system is operated by a switch on the rear of the system at the front of the trigger guard.  Turn the switch clockwise and the light turns on until you release the switch, turn the switch counter clockwise and the light stays on.  The Streamlight and its replicas require that the handgun either have a rail mounting system or that you purchase an adapter that will mount to the trigger guard and along the bottom of the frame to produce an after market rail system.  You can find other lighting systems for the handgun, however you will not find a holster that will accept it.  As for the M3 style system, Safariland is currently producing the Raptor holster which easily accepts handguns wiht the M3 mounted.