In my carry bag:
1. SureFire Minimus, 1xCR123 headlamp
2. 4sevens Preon P1, 1xAAA twisty
3. 4sevens Quark Pro QPA, 1xAA clicky, with prism attached
The 4sevens lights are only there as bug-out bag lights; the Surefire is a daily work light. The disaster lights are deliberately single-cell and don't need exotic cells: in a hurricane or earthquake aftermath it's a lot easier to scavenge an AA than a CR123.
There's a 4sevens Mini ML (1xCR123) in my pocket. This gets the most use away from a lab bench (where a headlamp is always used). I sometimes find clicky lights get turned on somehow in my pocket so I prefer a twisty lights there: I prefer single-cell to minimize the risk of thermal runaway (i.e. "vent with flame" in my pocket sounds uncomfortable).
My keychain has a 4sevens Mini MLR2, a 1xCR2 twisty. Battery cost is the issue here, but 200 lm from a keychain...
General comments:
Don't underestimate headlamps. A steerable headlamp almost always beats a hand-held light in real-world usability for anything beyond momentary use.
Cree just announced their MK-R LED series, which reaches 200 lm/W. These will make for much longer runtimes and for honest output levels on a lot of lights (my Mini MLR2 has a claimed 200 lm max, but no way can it do that for long because of heat).