I use a $5 "AA" battery
powered, El Cheapo brand, Chinese LED lantern, shaped like a miniature Coleman lamp. Works great, and I find the light to be reasonably pleasant (the single
LED is reflected in a conical reflector, and I find that reflected LED light is much more pleasant than direct LED light, for some reason). I just hang it from the boom, or from a cockpit
enclosure hoop if that's up, or set it on the cockpit
table. One set of batts lasted the entire season last year, and is still going strong.
I don't think I could be bothered to wire up anything permanent. Maybe if I were in the tropics where it gets dark early, so sitting in the cockpit a lot after dark. In the latitudes where I sail these days, it's light until very late in the summer.
If I wanted really especially pleasant light, I would probably go with one of the hurricane
lamps people have mentioned, if I could be bothered keeping the fuel
for one. I do have some big candles which I bring out from time to time, which are also nice.