I always recommend this lock to supplement something with a chain. However, are you planning to lock it up outside overnight? Is it a really nice bike or a beater?
I don't remember where I bought my lights, but there a few decent ones on Amazon.
I hope you have a helmet!
my bike survived outside castor for a year with this bad boy on it. It's pretty small, too. Cable locks are super easy to cut.
I'd go on amazon (or wherever you buy bike stuff) and research u-locks a little. There's a huge difference between a $10 u-lock and a $60 u-lock. I got this one for $40 and it works fine, although it might be overkill (unless you have a rather expensive or expensive-looking bike). You probably don't want to get a super cheap one that is thin and very easily sawed through.
that sucks :(
I recommend two Evolution Mini 5's ( http://www.amazon.com/Kryptonite-Evolution-Mini-Bike-U-Lock/dp/B000AMPRG0 ) and these: http://www.amazon.com/Two-Fish-Lockblocks-U-Lock-Mount/dp/B001P9EWKE