Led will help a little but sounds like you could be at the start of a journey I took over the last couple of years.
I was in the same position where night riding (mainly to one of our local club meets) was getting tiresome due to exactly what you are describing.
I started with the led trick, there was a marginal improvement and not enough for me, this is with a halogen front bulb too and I even replaced my front reflector as the old one wasn't the best.
Still not good enough confidence wise so I fitted a battery (Vespa battery YB9-B 9AH
http://www.battery2u.co.uk/125cc-Vespa-PX-E-/) being charged off the regulator which allowed the battery to supply the power for the horn and rear brake light - this at least meant no power at all being drained from the front beam when being used. (search the forums, some use a rechargable sealed battery they can recharge in the home and then connect to the scooter as needed, nestling in the glovebox)
Now the next step was to fit a front spotlight (single beam 55w bulb) running only off the battery and switched seperately - again allowing the front light to benefit from full power off the engine.
Now this works well and might be a stage you get to and suit you. For me I would ride mainly without the spotlight until needed, then flick it on. When street lighting etc was good enough it would be turned off, therefore maximising battery life.
With some experimentation on nights I found that running the spotlight all the time would drain the battery pretty much within 45 minutes though. Not that it would be dead, but the light off the spotlight would be at a level where it looked like a sidelight if you see what I mean and thats not its purpose. I'm sure that fitting a 35w bulb may have extended the useful range slightly but not sure by how much to be fair.
The reason is that the spotlight uses more energy from the battery than is being supplied in charge by your engine, ie the trickle charge is just that, only a couple of volts
As I say this may be enough for most, and probably too much for many, it genuinely depends how often you'll be riding in the dark, but if you carry on riding in the winter you might want to do it.
Personally, I decided that it wasn't enough anymore to rely on the ac power for my front light so have converted to full DC 12V using a wassell conversion and keeping the battery.
If you're not familiar with the DC conversion like this using the battery as part of it, just imagine instead of the couple of volts trickling into the battery you have 13-14 volts charging it all the time so you always have a full charge on tap.
Not only that but you basically wire the whole scooter's electrics to DC, ie with the engine off you can still have all the lights and horn available to use.
But when the engine is on and you're riding, you have all the power of the engine going to the electrics too and it really helps the lighting.
There is of course one more step which I took, the new jockey - boxenstop headlight which is brilliant enough that I rarely bother with the spotlight anymore to be honest! Link to someone that's fitted one to a jet 200 here including pictures
http://scooterotica.org/forum/viewtopic.php?f=7&t=26197