Keep in mind that there are a lot of minute details that really don't matter all that much.
So don't worry about whether you are getting square threads or not for example. Anything that you get that is recommended here is TONS better than the Home Depot stuff for sure.
Your best bet is to figure out what your exact use-case scenarios are. Basically, what are you using the light for?
Also, how often do you use the light?
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My advice for new people is the following:
**Use AA/AAA batteries. You don't want to deal with specialty batteries with special chargers and special rules that can also blow up on you.
** Make sure you get a light that fits your use-case. A 'high throw' light is highly prized around here, but for most of us, it is very undesirable apart from the coolness factor.
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For an every day carry, once again I have to ask if its for occasional use or for your job or something.
Most people are happy with an "itp A3 EOS". This is a single AAA light that is a twisty (so it doesn't accidently come on) and is very small. It has 3 levels: 2,18,80 lumens and a nice beam. I like this light quite a bit and have given several as gifts. The light is barely bigger than the battery!
You can get an AA version called the A2, but all you gain is more runtime, which isn't worth the size-tradeoff.
It is great for keychain use, which to me is MUCH better than a so-called EDC. For infrequent or short-term use this is a great way to go. By 'short use' I mean using it for a minute at a time, or rarely for 5 minutes or so. i.e. NOT hours every day.
On maximum, 80 lumens with a good beam is MUCH MUCH better than any 1-LED squeeze light or 9-LED 3xAAA light youve ever seen. It will light up the backyard at night and is the equal of a 4D maglite with a huge spill beam (unlike incandescent) that lights up a big area.
If you go this route, use an Energizer Ultimate Lithium L92 battery. It won't leak and will work lots better for a high-current application like a flashlight.
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Another potential option is the 3xAAA flood to throw light. They are about the size of an AA light but fatter. You can get an AA flood-to-throw, but the low voltage means a dimmer light.
For 23 bucks, this romisen light is a great deal. In full flood, you dont have a glaring hotspot and so it is much nicer for lighting up an area without your eyes overcompensating due to the hotspot. Its great for working on stuff around the house due to the even lighting.
They are awesome to play with since they can go to Full Throw and you can see WAY off with the square-shaped beam. Super fun.
http://www.shiningbeam.com/servlet/the-215/**NEW**-Romisen-RC-dsh-C8-II/Detail
ANother bonus is that you can buy 2 CR123 batteries and use those instead of the 3xAAAs if you ever wanted to for whatever reason.