I tend to like plastic-bodied lights - mostly so they won't be so cold to handle in cold weather, but also because they can be brighter and easier to find if dropped.

At this point my favorites are:

Headlamp: Princeton Tec EOS (3 AAA, 2/9/44 hrs, $34)
Handheld tiny/bright: Fenix P1 Cree LED (1 CR123A)
Handheld flood: Underwater Kinetics 4AA eLED (5.5 hrs, $35)
Handheld spot: Streamlight ProPolymer 4AAA Luxeon LED (2 hrs, $30)