Oh wow, you're going to get a lot of choices out of this one. Have you done a search on the boards yet? There are already a lot of discussion.
I personally LOVE the spotlights that you can find at Spirit Halloween. They are also sold at Home Depot but only during Christmas time I think. They are very sturdy and easy to use. They are LED so they keep cool. And they are enclosed so I don't worry about moisture. And I bought up an entire stock last year the day after Halloween for next to nothing. Of course they were all "white" light, not the colored ones, but heck, all I did was buy some cheep DJ lighting gels and cut them to size, and they work GREAT!.