Your best bet is to buy Dye-lite UV dye. It works the best out of the many dye's I have tried and I have been using it for over two years with out any problems. You can buy it from www.dangerden.com
As for the UV lights they can burn out quickly sometimes and other times they have lasted years for me. But an extra light for for a few more bucks would be a good investment. All lights are not the same though. The majority are but I have seen (and bought DOH!!!) UV lights from some retailers that are just purple and couldn't get anything to glow at all. I have had the best luck with lights from:
and Coolermaster's lights.
They have lasted and have a real nice glow to them.