try a roll of duct tape, you can position the flashlight any way you want, and it wont come off if you use enough duct tape. if you tape it right, you can also change batts with out removing the flashlight from your head, arm, shoulder, ankle, etc.
jk, but i'd go with the fenix headband.
honestly you should invest in a headlamp. i have the HL50 and i love this thing! its like the greatest headlamp to me. its small and compact, and you can just use a rubber band to tie the straps to the headlamp so its not dangling around when its in ur pocket or backpack. I keep mine in my jacket pocket since its winter time. Summer time i normally put it in a backpack or just in the car.
its basicly a water proof flashlight designed to be in a headband ( provided) and it can use either CR123A or AA. i use rechargable AAs.