It really depends on what size of a light you are looking for. If a AAA will do, look at the Fenix lights. Super bright but expensive.

If you want a pinch light and want to store it without it turning on when pinched, open it up and add something thin that won't tear in between the battery and the contact wire. Make sure it is large enough to stick out of the pinch light casing. Then pinch it back together. Now it won't turn on at all. When you want to use it, simply pull on the part extending from the light to pull it completely out. Then the wire will contact the battery and you can use it like normal. That is the way I store a pinch light in a modified version of Doug's PSP.

Good luck!