Many higher-end sights and even some of the more economical ones come with a sight light to help brighten things when the lighting isn't perfect.
If your state allows their use - I think having a sight light is an absolute necessity. I find myself practicing in the most perfect lighting and weather conditions. Sometimes I can forget that things aren't always ideal. It never hurts to be prepared for anything when it comes to hunting situations.
Obviously, you will want to check the regulations of the state that you plan on hunting, and it is your responsibility to know the rules. From what I have seen, several states allow "illuminated sights" BUT, do not allow anything that projects light toward a target. Some states don't allow lighted anything, so make sure to do some research in the areas you're going to be hunting this year.
The first few minutes and the last few minutes of legal hunting hours can present more than just vision problems. If you hunt deep in the woods with a dense canopy, it gets dark a little quicker than it does on a field edge. Having a sight light can take even the dimmest of pins and turn them into a glowing beacon. Being able to see your pins and housing is a must for accuracy. Hunting out of a ground blind or a box blind can also restrict your available light if you haven't prepared or practiced in this exact situation.
Many sights in the Custom Bow Equipment lineup come with a rheostat-style sight light. Options like the Tactic Micro, Tactic Hybrid, Engage Micro Series, and Engage Hybrid Series all include a sight light. Options like the Tactic will accept a sight light, but don't come with the sight out of the box.
Do your homework on what your state allows and be prepared for anything. If your hunting sight doesn't have a light, it is a relatively minor investment that could pay big dividends in the right situation.