Yeah, there are simply WAY too many ways to make light, each with it's own style / signature, to boil it down like that.
Start by deciding what you want your first light-painting project to be. Orb? Flying sparks? Writing? Light trails? Where? What's the setting? What kinds of props, if any? What colors do you want in the final piece?
You need to get a plan together first, and then you can decide the proper light and or modifiers to use for that specific plan. The next plan may need something entirely different.
I've seen a few "kit" type light sets popping up here and there over the past couple of years. The ones I've seen were way too expensive for what they included, IMHO. Most folks doing this kind of work are making the lights themselves from various flashlights they've tested, cannibalized LEDs, fire, sparklers, tape, wire, switches, colored filters, etc., often attached to DIY apparatus to control their movement.
Painting with light is performance art. It's about planning and timing and movement - and trying it repeatedly until you get the end result the way you want it - the way you planned it.
Here's one of mine: