I always have a Photon Freedom in my pocket, so there's that. My PSK has a similar little Inova light; not as good as the Freedom in many ways, esp. water resistance, but still good (many Canadian military personnel find them just fine) and very flexible for trivial DIY (battery and LED changes).

My main EDC light is a Zebralight H51. I more or less retired all my other larger flashlights for casual use after I got it, and I use it A LOT. On one AA Eneloop (important to use Eneloops) it lasts a long time at a survival light level. I always wear the H51 on a lanyard, can't stand bands etc. on my head. Lanyard use of a L-lamp (headlamp) is a great way to go, and the beam actually seems to bounce around a lot less when moving around compared to on my head. Flashlight is very small, maybe the size of a medium SAK, so no reason not to always pocket it if darkness is a possibility.

Edit: in case I wasn't clear, the H51 is intended to be used as a headlamp.