No, no loyalties here. But, of course, I do notice if certain brands tend to do things in a way that I often like (or the opposite). So I follow what is going on and am always willing to change my mind if the data says I should.
What I have found based on current and past experience, is that Surefire tends to produce flashlights that are too expensive relative to what they give me, whereas Fenix seems to be hitting the sweet spot in terms of value. Lumapower is also generally very interesting in their products, so I follow closely what they do.
Most custom flashlight manufacturers on the other hand tend to be behind the times in most ways that matter, and it would take quite a bit of something special to justify their generally high prices. (Elektrolumens and McGizmo are the ones that have convinced me to sent them money so far. Arc also for one very specialized need).
I have also noticed that Streamlight is generally not producing the absolutely latest LED but that they cover a number of useful formfactors so I also try to follow what they make, and I do own several of their products.
Finally, I like Tektite and Inova products but have recently not bought anything by them because they've been resolutely behind the times. Both are making moves to (at least partially) catch up, and we'll see if they come up close enough to the latest and greatest to be a compelling purchase once again.