You might want to check this thread:
http://www.hobby-machinist.com/threads/mill-work-light-brightness-question.58226/
... or else do a general search with the terms "magnet" and "light"
Several people have also posted about liking the Ikea "Jansjo" lights (about $10). The either have a weighted base or a clamp (see links below), and IIRC, at least one member has posted about taking one off its base and mounting it on a mag base.
http://www.ikea.com/us/en/catalog/products/20169658/
http://www.ikea.com/us/en/catalog/products/20315674/
We had a similar topic a while ago ,the sewing machine light with 30 LED seemed to be popular, I really like mine (use it on the mill) and will get one more soon for my bandsaw.
http://www.hobby-machinist.com/threads/magnetic-led-light.57102/
I believe that i am doing to get one of those "sewing machine" lights for my mother.. at 81 she is still going and making quilted items for sale..
I did have 3 of the "sewing machine" type lights, the wife "borrowed" one for her sewing machine but had a hard time finding something metal for it to grab onto.
That's one of the problems with the newer sewing machines, they are made of mostly plastic or pot metal.
Might want to make sure there is some actual metal for it to stick to.