The only thing worse than setting up a tent in rain is setting up a tent in rain in dark. That is a lesson I learned all too well while trying to set up camp in middle of night during a cold New England thunderstorm. Having right camping lantern can be difference between a camping trip you'll never forget and one you wish you could.
A good camping lantern is usually one of two styles - gas or battery - and right one for you depends on type of camping you'll be doing, amount of gear you can afford to take, and what you'll be doing while you're camping.
Gas Camping Lanterns
Gas-powered lanterns typically provide brightest light of two types, though most are adjustable so you can conserve fuel when you don't need as much light. They usually do better in cold than do battery-powered lanterns. There are a number of different types of fuel available, including propane, butane, dual fuel, and kerosene. If you live in an area where white gas (butane, propane, etc) is not readily available, dual fuel lanterns are probably best option because they allow you use unleaded gas. You usually can't go wrong if you choose a lantern that uses same fuel as your camp stove.
Though it may seem obvious to most, it is worth mentioning that all of these fuels are extremely flammable, and any time you change or refill tanks you should be far away from any open flames or flame sources. Also, because of nature of system, gas camping lanterns can become very hot, and while in use they should be kept out of children's easy reach.
Necessary equipment besides lantern and fuel includes spare mantels and a way to light lantern. Most new lanterns come with electric ignitions, so you won't have to worry about including matches or a barbecue lighter in your supplies for lantern (don't forget them if you plan on having a fire or cooking something!). You'll need to get a protective carrying case as most lanterns don't come with one included. Optional equipment includes a lantern reflector to redirect light escaping out of back of lantern, and a stand to hang your lantern in a central place in camp. Gas camping lanterns are not practical options if you'll be hiking to where you'll be camping, so you'll need to consider another lighting option.