I have a Stinger. Cheap and you get what you pay for. Uses 123's so the batteries aren't super cheap. Bulb will last a while, but it still burns pretty hot. Mine has a rubber sleave over the entire flashlight body that doesn't seem super durable. However, if you want an inexpensive light to leave in a glove box, tool box or backpack, it's okay for that.
I have a Stinger. Much bigger, think of a 2-C cell light with narrower batteries. I like it, but it's long and top heavy so it doesn't like to stay in a pocket for instance. You need the belt ring or holster to carry it around. Given it's size, it's probably not a good everyday light except if you have a job where it makes sense to carry a duty light. Uses NiCad batteries, but they seem to have a fair amount of capacity. I wish they had a NiMH replacement.
The Strion is newer than the other two. It puts out more light than the standard Stinger but is a third the size. However, it uses Li-Ion batteries and you have to be somewhat careful about charging them (no memory issues, but they definitely have a finite number of charges and shelf life, think iPod). There is also a weapon mount version of this light. My friend has one of these and I think it's pretty nice. If I had to buy one of the three, this is the one I'd probably get because it's the compromise between the other two in terms of size and output. However, I think it might be better to decide what you need the light for and pick the best fit rather than buy a $100 light and later wish you'd purchased an $60 light, a $25 light and a 4 pack of LED lights from Costco instead.