Through-the-wall lights for above ground pools are the most popular. The light replaces your existing pool return and acts as a pool return, water flow director, and light source.
The second option is the over the wall version. You simply mount it under any top rail. They are usually less expensive and a lot easier to install.
Another option is floating solar lights. They are the least expensive and a great safety feature. You can also surround your pool with some solar yard lights.