Could you please define "cheap" in this case so we can make a better recommendation? It sounds like you've experienced the 'quality' of the $10-20 eBay special no-name lights from your other thread, and are looking for something a bit better, correct?
I have an S-mini from ShiningBeam.com and I like it a lot. It takes one 18650 battery and simply cycles between H-M-L, no strobe or SOS. There are a lot of other good options on that site as well, if you find one you think looks good, search for a review and you'll probably find one here on CPF. I've found Shining Beam usually caters toward high-value products for the money.
Another affordable option is to modify an easily accessible light, like putting an LED upgrade in a C or D-cell Maglite, available at almost all hardware stores. TerraLUX sells some great conversion kits for this purpose.