i don't think i've ever seen a camcorder come with a light. if it did... it'd be pretty huge. i don't think mine does (i have a miniDV but i never use it...)
i don't think they're getting good reviews at cnet because they're low end camera, and it shows in what the camera offers and what features they have that are just subpar. but if the price point is important to you, then you just need to decide which is more important to you - if you want the video to be burned to DVD as you record, or to the mini dv tapes.