Doug,
I have a beamshaper filter on every light that I own. It not only gives you a more useful floodlight until you want something different, but it protects the head against dirt and damage.
For walking at night, I have found:
A. The L1-RD with an F04 on the front is the best I have seen for dual-level, night-vision-preservation walking. It is the only light that I own for this purpose, and I am not looking for anything better. I am not sure how there COULD be anything better.
B. The E1e/KL1(old version, flood)/F04 combo is a very nice short-range, flood light.
C. The L2/F04 combo will give you the same short-range, flood option on "low" as the E1e/KL1 (albeit with a longer runtime), and also a MUCH higher-power, flood option when desired. The only drawback is that you are getting into a much longer light dimensionally.
D. The L4/F04 is a smaller, lighter, shorter version of the L2/F04 on "high", but it is a "one-dog" show (no "low" mode, no runtime to speak of, just 45 min. or so, but a hell of a floodlight).
E. The L1-WH/F04 is a great light with a dual, low-power option. When you are walking, you are in "high" mode, short-runtime, E1e/KL1 performance. When you stop, you have the option of a longer runtime if you select the lower level. This level is VERY low, about .7 lumens, less than half the illumination of a "Photon", not good for much, but what it is good for, is good for 50 hrs.
F. Then you have the U2. I bought this light to replace the function of everything except the L1-RD/F04 for night-vision-preservation walking. It looks like it will do a fairly decent job of this until I need the M3T for distance. I have not filtered it yet (but the filter is on the way) so I cannot address this issue. The only problem seems to be size, but it replaces everything else so effectively that I may have to re-define "acceptable" size/weight perameters for EDC.
Hope some of this helps. I have been through most of this already, as have many others, and the conclusions above were expensively deduced.