Yi-P and Pa -
I'll give a bit of a run down how I set this up - I'm still learning more technique about this kind of capture, but getting there.
I work with a bit of a plan and a bit of shoot-n-chimp method
I use a mini-maglite (the 2xAA battery version, it lives in my photo bag

) as like all maglites you can adjust the beam from broad to pencil (and it's bright, compact and lightweight). The bigger C cell versions with Xenon bulbs are really good for very large objects.
Shooting Plan:
1. set up your tripod and cam, use the maglite to illuminate your subject while you figure out your composition (if it's really dark)
2. shine the maglite on the focus point of the subject so the focus system can get a lock (either MF or AF will really appreciate the bit of help). If the subject is a bit further away than what the maglite can light up enough, sit the maglite on or near the subject while you get focus (in this case, sitting the maglite on the hood pointing it at the windscreen frame).
3. move your AF/MF focus
mode switch to manual to prevent the camera from attempting to focus again before shooting
4. I usually work with a 30 sec or so exposure as I currently don't have the remote for the D2h. Set up a guestimate exposure time of a about 30sec @ f/8 ISO 200 or so. If I'm using either my D70 or D2H, I enable the Noise Reduction setting (dark frame subtraction to remove CCD heat up effects)
5. Fire off a shot without using the maglite or flash. Chimp the result. Background too light? How much ambient light is lighting up the subject? Will I need to paint less in a particular area because of moonlight/streetlight? - need more? open up the aperture a bit.
Need less ambient light, too much other background subject being shown? stop down the aperture to f/11 or so
6. put some coloured gels on - I usually use coloured gift wrap plastic (celophane) as it is cheap (+ disposable) and attach it over the top of the flash head using a rubber band or scotch tape.
7, shoot-n-chimp time!
This exposure was made by a blue gel over a Nikon SB-800 and a green gel over a Nikon SB-600.
I started the exposure using the 10 Second self timer (using the 10 seconds to get into place), and manually popped the blue flash near the left headlight, the green flash once in the each of the side windows, once in the back window (angling the flash head up slightly) and once on the right headlight but from a further distance.
Once the flashes were popped off, I started the light painting with the maglite by standing out of the field of view on the right side, for approx 15 seconds (guestimate).
done!
Tips I've discovered:
* the faster you move the maglite, the smoother the light paint.
* cover the rear info LCD on your flash with black gaffer / cloth tape (shows up as a streak with you moving about)
* keep the maglite already turned on a focused to a pecil beam in your pocket before you start the exposure (makes it easier for shorter exposures)
* wear dark clothing