Just do it, but make sure you are well lit, not ten quids worth from
Halfords, for dark lanes you need to throw some light out to see by, not just be seen, I do it and love it, kind of prefer the dark, I think people assume you will die if its wet and cold and not in a car when its actually quite enjoyable, not always but thats usually down to cars.
Couple of Tesco torches, four Jubilee clips, two interlocked together make a cheap bracket, 4 rechargable AA batteries, perhaps a flash at the front as well, £20 Cateye plus a couple of two quid flashers for the back, full setup under £50