Any CR2 that has a really high level at max isn't going to run very long on that level - I think my Jil JCR2 IT can run for around 15 minutes on max - and that is if you can hold the thing since the SSC P4 gets quite toasty at those levels...
The little CR2 cell is a neat package for pocket carry but not the highest density energy cell by any stretch - push it hard and you won't get a lot of runtime.
I have an LF5 that I run on 14500s and I use the maximum setting maybe 5% of the time - otherwise I have low at around 5% and P2 at around 40% which is more than enough light for most tasks.
The LF5 and the LF4 are the same diameter actually - so if you really want higher capacity you might look to step up to a light that will accomodate 14500s easily.
If you can find a Jil JCR2 on the marketplace I've been very pleased with mine and they aren't crazy expensive.
Lastly - you can put either a pocket or key lug CR2 body on a Peak Pacific. It is a single stage light available in 4 power levels and is nice and compact. On sale now with the Christmas 20% coupon for around $39.95 I believe.
I'm partial to the F&L J1 aka Ultrafire 606B. It'll use either 1xCR2 or 2XAA. At ~$20.00 it's a great deal for a small, well built and versatile light.
This one is a clicky. It doesn't make much sense to me to use a clicky switch on a one-mode light that needs to be as small as possible. A twisty would be a much better idea.