FourSevens and Fenix are two excellent contenders for high-quality and reasonable-cost in flashlights. I've owned a number of different models from each. I have less experience with EagleTac, but the one flashlight of theirs that I have is top-notch. Six or seven ThruNite Ti flashlights have passed through my hands; they are similarly excellent.

Coin-cell flashlights (such as the Photon Micro-Light II) are tiny, light, and great for the keyring. The batteries may be harder to find when you need them, and of course they don't perform as well as larger flashlights. I have a few secreted in kits and I'm constantly giving away "fauxtons" from DealExtreme, but I don't carry one on my keyring.

1xAAA flashlights are my ideal for keyring carry. There are models out there that have amazing performance for their size and cost, AAA batteries are easy to find, and they're not terribly bulky. I carry a FourSevens Preon ReVO (sadly discontinued) as my backup light.

1xCR123A flashlights are my workhorse for pocket carry. They're shorter than AA flashlights and outperform them. Some folks carry them on a keyring, but not me.

When I'm giving a flashlight as a gift, especially for a non-flashaholic, I tend to select 1xAA or 2xAA form factors. Non-flashaholics don't want to buy "strange" batteries, and certainly the AA is the easiest of all to find. They also provide excellent storage density compared to AAAs. This is the size to go in your pocket (as a non-flashaholic) or your glovebox.

For a BOB I would go with 2xAA or 2xCR123A. Pick a battery and stick with it. AAs are abundant and work in lots of devices, CR123As give you better flashlight performance.

I've stopped buying alkalines completely. Rechargeables are great for a light you use a lot, but for a kit I always use lithium primaries. They last a long time in storage, have amazing storage density compared to alkalines, and don't leak. Other than cost there's nothing not to like.