A Zipka+ always rides along in any pack I take when hiking, whether that be a minimal hydration pack for a quick dayhike or a larger rucksack/backpack.
But no headlamps for around town EDC. I keep an ARC AAA on my keychain all the time (for when I don't expect to need a light, but end up needing one). If I predict a potential need for a light, I drop one of those Target "Rock River 2-AAA 0.5W's" in my pocket. If I know I'll need a light with some throw to it, it's either a TEC-40 or a 3 or 4 D cell Maglight.
Outside of the urban environment, I don't think you can beat a headlamp. Nothing comes close in convenience when camping, hiking, fishing, etc. I normally don't ride my bike after dark, but if I think there's any chance I might get caught out after dark, that Zipka+ goes with me.
My headlamp that gets the most use? That would be the Aurora I use when working on computers. Can't beat the tilt adjustability and stability of that model. The headband is too big for carrying around when hiking though, ... thus the Zipka+. I also have a Tikka, but I do not like that one. The batteries always seem to pop up slightly from their proper positions, making contact intermittant. Causing flickering, dimness, etc. My Tikka sits unused. My Zipka+ never shows this battery problem of it's sibling. The Zipka+ always works perfectly.