Well, I don't think Nooks are available in the UK, so if that's were you are that rules that one out.
I personally have a Sony Reader. I chose this against the Kindle as (unless you convert each book into a different format yourself) the Kindles are only compatible with Amazon's propriety format. The Sony, as are the Nook and several other less popular ereaders, is compatible with epub, which was created to be the industry standard - ebooks from Waterstones, W H Smiths, in fact most retailers, are all epubs.
An integrated light is not really necessary IMO, as I just use a lamp or a book light clipped onto the cover of the reader.
Really, what reader you get is all down to what you want out of it - where you want to get your books, how you want to get them on the device (some readers need to be hooked up to a computer to transfer books onto them, like a camera or other external storage), whether you want touch screen or buttons, what size and how they feel in your hands.
If you can it may be worth having a look at the readers friends/family have, or checking them out in the shops (pretty sure Waterstones and Smiths sell readers in store still, they did when I was shopping for one), and seeing which you get on with best.