The light I use the most is easily my Malkoff MDC w. M61WLL, Ive mentioned it in a few threads now. Before I got it it was the Surefire G2X MV. So I guess those would be my favorites in that regard. The size, feel and output, combined with the warm hi CRI tint is just perfect for almost every situation. The clip is easily the best out of any flashlight Ive ever had. Also tough as nails with its potted head.
The G2X was nice because of its very pleasing floody beam, brilliant white light and the polymer body that wouldn't get too cold in the winter. 15/800lm interface is great and so is the switch. Also super tough.
I dont really use the G2X anymore, instead the lights im using now are my Malkoff MD2 and Surefire P2X fury (500 lumen version). Both of those I would say overtook the G2X as my new favorites in that size category.
The MD2 might be my favorite overall flashlight, due to its insane modularity/customizability, durability and head-twist interface. And now Ive even got a 21700 tube for it! How much better can it get? Same great 3000k high CRI tint as in my MDC with the M61W im running.
The Fury is ergonomically perhaps the best light Ive tried. The Surefire Fury reflectors are fantastic, and the 3 I own dont even have bad tint. Same great Surefire forward clicky (better then Mcclicky IMO). Even better, they run perfectly on a 16650. As FiveMega pointed out, the Fury uses a booster circuit. That means it retains full brightness and regulation using a single Li-Ion. Simply fantastic. Most of SFs modern offerings (including the G2X MV) do not. Only downside: No 18650 without boring.
For incans I like the pelican M6, it fits my hand just right, the switch feels nice and the beam is focusable. Also like the Maglite ML25it, specifically the 2-cell, for its simple and intuitive design. Modded to use 26650s with 6-cell bulb for maximum brightness and great runtime. Also ergonomically incredible (I mean, its a tube), but the twist interface makes it not quite on par with the Fury.
I have a lumens factory incan lamp with a E series head that I sometimes run on my MDC, and thats a great combo too. I also have a modified 6P with a lumen factory li-ion incan module and mcclicky upgrade, steel bezel, glass lens... That one I probably prefer over the M6 sill.
As for my favorite out of these, I would say its a tough call between the MD2 and P2X Fury. But Id have to go with the MD2, due to its customizability.
Thing is, I rarely carry the MD2 by itself, but usually together with the MDC. Those two always go together. The MD2s low is too dim for most tasks. If it had a 50 - 80 lumen low, Id probably carry it by itself. As it stands, its missing a medium output, which is probably my only real critique about it.