This might be treason..... but for "normal" size batteries like the AA and AAA - I have found the dirt cheap chinese torches to be very impressive !!
Sure, they are no Surefire but for the price ($10-$20) they really do pack a punch and are very well made !!
My fave "cheapo" is only about 3 inches long, has 21 LEDs and runs on 3 AAA cells - very very bright on Alkalines /ubbthreads/images/graemlins/smile.gif
Cost.... about $15 including shipping, nylon holster and set of batteries !!!