I bought one of these:
http://www.sewforless.com/item/Benda..._Machines/7436
They are more expensive than the headset light, but they are LED, so very cool to work with, fully adjustable, and what I really liked was that I could buy extra brackets, and just move the one light to different machines. Extra bonuses - the brackets are removeable, so won't damage vintage machines, and they run on electricity, so no having to replace batteries.
I have two brackets on my FWs now, so when I am done sewing, I can pick them up and pack them away in their boxes without any danger of burning my hands.