[revelli]

i usually go for a photoshop made texture
so if you have one, go to editable poly, then select polygons, where your headlight texture should be, then aply to you cylindrical light uvw map modifier, then set it to cylindrical mapping and hit fit, then apply that texture to that, if you have two cylinders, then on top of uvw map add edit mesh modifier then repeat that way as like for the first cylinder
for other object, like planar or complex shape just unwrap it and then apply a texutre on it(them)