In all the parks as it starts to get dark there are carts that sell glow sticks, glow necklaces, twirly lights with characters on them and all kinds of light up stuff for the kids. The necklaces and bracelets start at $5.00 each the twirly lights start at about $14. So lots of people my family included bring their own.
Not to worry if they aren't allowed on a plane which I don't think they are. All the Dollar Stores, Supermarkets, Drugstores, and Major Chain stores in the area sell them in a package.
If you have a car and can get to WAl-Mart after you get here they have packs in their party section for $0.88.
Hope that helps.