I run a 20" light bar on my Rhino and swapped my headlights out for led headlights. If you get a light bar make sure to get one with floods on the outside and spots on the inner, it spreads out the light so you can see more of what's in front of you.
Be aware that any lights that stick up above the front roll bar will get hit every time you go under low hanging stuff. Be sure you get very sturdy lights.
The headlights I bought replace the stockers so they fit right into the headlight buckets. I've seen many up here run their light bars on the hood right below the windshield, which seems a bit low to me. Mine sits on the roof on the front and bolted to a piece of square stock tubing to keep it from vibrating loose.