I'm kind of in the same position as you. What I've found to work for me, is to look up these lights, especially reviews, and pages that discuss warranties, as well as a smattering of beamshots, while they're in the room. Then, discuss with them the various properties of "X" light, as compared to a benchmark we all know, and love (to hate), such as M@g-Lites.
Also discuss how little output these cheap (M@g-Lites) actually have, and how, with no real multi mode design (A M@g has infinite levels of output, you just have to wait for the batteries to die first), at times you either have too much, or too little light, for whatever you're doing. Also point out that multi mode allows for both long runtimes, and high output, while being able to run off common batteries. (Make sure you also begin to look at lights that either A) take a common, recognizable battery that is cheap and available in your area, B) plan to purchase batteries in bulk, online [ie: CR123's], or C) purchase a set of high quality rechargeable batt's, and a charger. Explain that a rechargeable batt system, while initially expensive, will save you money in the long term.)
In my personal case, I decided that I wished to purchase a relatively expensive (for my family) Fenix LD20. For about two months, i would constantly point out situations where M@g-Lites just didn't cut it, and quietly begin to explain why a multi-mode light (ahem, dad, a Fenix LD20) would have been better suited to use there. When confronted with your same question, "why don't you just take my 3D mag, and use that?" I just explained that a high quality, well made, well reviewed light, with a warranty from both the company, and the online dealer (in this instance, 4Sevens, who, btw, have changed their warranty policy) would have made more sense, in the long run.
I also explained that I needed a pocketable light, that had both a long run time, and high output (neither of which any M@g has), for outdoor activities, such as hiking, Boy Scout camp, etc.
When you finally convince your parents, and are allowed to purchase the light of your choice, be sure to take your parents on a hike, or walk, with a M@g lite. then, once it gets dark enough to actually need a light, turn the M@g on, walk for a while, pretend to stumble, drop the light, and watch the bulb break. Stumble around for a few seconds, and whip out your new light, and proceed to wash the area in light. Believe me, they'll thank you.
You could also do this before, you get your light, to convince them of the need for a good light.
Just some suggestions that worked for me. Definitely point out that ordering online from a retailer such as 4Sevens can also save more money, with the CPF discount.