I highly recommend the SureFire E2e light. While the included bulb puts out 60 lumens for 1:15, you can drop in the 25 lumen bulb and get about 2:30 out of it. The 25 lumen bulb still outperforms any Mag-type light and is unbeatable when you need more than immediate-area lighting.

The one-cell E1e is only slightly shorter and just as thick, but provides much less light. There are also a lot more accessories for the two-cell E2e.

SureFire is selling the lithium DL123 cells at $15 for a box of 12. But don't buy the light from them; better deals can be had all over the Internet on the lights.

I carry the E2e in my pocket and an LED light on my keychain.