I don't carry one every day but I have one with lithium batteries in the car. You can squeeze one into just about any car emergency kit because they are typically very small and weigh next to nothing.

Nothing beats a headlamp for changing a tire at night.

hikermor was right about the brands; Petzl, Black Diamond and Princeton Tec are the big sellers. Even Fenix and Surefire have got headlamps now.
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"There is not a man of us who does not at times need a helping hand to be stretched out to him, and then shame upon him who will not stretch out the helping hand to his brother." -Theodore Roosevelt