I do not carry 24/7 as described by the other posters, but I always at least have one nearby.
When I'm at work at work I have my E1 and either the Ultra or Arc AAA, always.
There is a Photon 2 on my keychain that is my emergency backup, it is there with me if I am ever away from home and need a light. Or eve at home if I am in a hurry and nothing else is in quick reach.
In my car there is an Ultra that I rigged with a swivel badge clip that is attached to my visor. It is set up as a interior light that I can aim and it easily detaches if neccessary [previously mentioned Ultra is a second unit strictly for pocket carry. There is also a SL Scorp, a Reactor, and a 3D mag that uses one of the Chief's 4AA to 1D adaptors in. I put the appropriate PR bulb in it so I have the output of 6 cells.
If I go out in the day I have the Photon, but at night I try to remember to carry something else to.
At home I rotate through my "colection", but the main usage goes to a tap light I modded to use a blue LED that came out of an Asp light, an old rubber 2AA with a 3 red led PR in it, the Arc or Ultra, and whatever else I want to play with.
Like I said, not always in my pocket or around my neck, but always closeby.