Maybe there's some other way to run 12v lights, but that $14 coil has got to be the easiest. I've used them with regulators (also easily installed) and had no trouble switching to LEDs with BA15S ends that drop right into all the stock housings. I've been using them for headlight, tail light, and brake light on two bikes for two or three years with no trouble.
These are the ones I got. It's a 20-pack for $20 and it may have been the last moped bulb purchase I'll ever make.(edited)