I use a cheap GE light stick, an under-counter flourescent fixture that's small enough to hand-hold. Cost me $10 (at most) from Home Depot.
I emphasize cheap because, as others have noted, the light must flicker with the mains frequency (60 Hz in the USA) or the strobe effect won't happen. Some costly fixtures include capacitors or other devices to reduce flicker. That makes for nicer lighting (some people CAN see 60 Hz flicker) but it also makes them useless for strobe testing.
I emphasize cheap because, as others have noted, the light must flicker with the mains frequency (60 Hz in the USA) or the strobe effect won't happen. Some costly fixtures include capacitors or other devices to reduce flicker. That makes for nicer lighting (some people CAN see 60 Hz flicker) but it also makes them useless for strobe testing.