Light sources come in the forms of Matches, Candles, Torches, Lanterns (there are 4: Normal, Red, Green and Blue), Cell Phones, Eye of Sour-on, Flaming Branch, Staff of the Magi-Straight and the Skull of Enlightenment. Cell Phones last the longest but don't give up that much brightness. The Eye of Sour-On, The Flaming Branch, Staff of the Magi-Straight and the Skull of Enlightenment can be used for quick hits on monsters, but they need to recharge, while the others you can only carry a few at a time.
Turn them on for this achievement. I got this on the last level of Catacombs during my 2nd playthrough.