It is actually a federal requirement that the tail light must be able to stay on for at least 15 minutes with the engine not running. No cop is ever going to pull you over and hold you there for 15 minutes to see if your light stays on. The only time it will be an issue is if you live in an area that has vehicle inspections. Even then, you could simply hook up a battery for the inspection.
I personally prefer running without a battery. It makes for a simpler and more reliable system. With no battery, there is no need for an ignition switch. Just hook everything directly to the rectifier output. I am running headlight, tail light and turn signals. The only thing that won't work so well is the horn. But again, that is only a problem if you have to go through inspections.