I have an e-gear pico on my keychain and a PETZL e+light in my jacket pocket. We keep Tektite C-cell dive lights at the front door and garage door. The Tektites run a long time and because of the multiple LEDs they give a very even light. Not as fancy as the CREE-based lights.

http://www.tek-tite.com/src/product_info.php?id=15
http://www.essentialgear.com/store/p/117-eGear-PICO-LED-Zipper-Lite.html