+1 on Fenix - I have a Fenix E01- no issues in 8 years.
Lithium only -- lighter weight, no leaking, hold charge forever.
Same here. Any flashlight with a metal battery tube carries lithium primaries. I have an E01 on a small split ring along with a LM Squirt PS4 and a screen wipe. I got it after a losing my Photon Freedom off of my keyring (crappy lobster claw).
There are two solutions for #2 and #3 that come to mind. The first is carry it in a case. Some of the guys over on EDCforums use MaxPed Micro Pocket Organizers and Notebook Covers to carry all their EDC gear.
http://edcforums.com/threads/edc-pocket-organizer-pics-part-2.101227/I use a 3x5 notebook cover loaded with 50 sheet Ampad 20-208 pads. With only the pad, it's comfortable for hip pocket carry. When loaded with a light, knife, writing pad, business cards, etc, it's thick enough to require front pocket carry.
Second, go to a tail cap click switch like the 1xAAA Streamlight Microstream or 1xAA Fenix E12?