I'd also have to point to Surefire, out of the brands I have owned, as being most durable.
One reason for this I believe, besides quality construction and thick metal/etc, is the way that Surefire designs/encloses their flashlight heads. I can't speak for all Surefires, but if you look at the back of the head of, say, an LX2 or E2DL or E2L or whatever, you'll notice it's very sealed, and the circuit board is totally internal to the head somewhere and blocked by structural metal.
Compare this to some other (generally less expensive) lights. Not to trash any companies in particular, but take a look at many other lights and you will see that the circuit board is exposed at the back of the head and is used as one of the battery contacts. This works fine most of the time, but you can imagine that it may be vulnerable to being hit by the batteries or damaged by some other force by being exposed like this.
I'm sure some of the other most durable brands totally enclose their circuit boards as well, but Surefires are the only lights I've personally owned where I have seen this.