I Carry a Dorcy with me at all times, the one I have is this one
http://www.dorcy.com/products.aspx?p=414281
I picked this up at SAMS club in August, runs on 3 AAA batteries. I am still using the batteries that came with the unit, I use it every night for a mile long walk I take with my dog.

It is very bright, I would have to say the brightest flashlight I've ever owned. Made out of aluminum so it has a very solid feel to it, has a clip held in by two small screws, very well built