The Executive ie: "E" series are the smallest in diameter. The bezel of the E2E is about the same diameter as the body of the "C" series of lights.
The "E" series of lights are E1, E1E, E1L, E2, E2E, E2L, E2D, L4. The TW4 is not suported by Surefire, but was introduced by Tactical Warehouse (no longer in business and is a E1E body and tailcap with the KL4 head of the L4. The heads, bodies and tailcaps of the E Series are interchangeable as long as you use the correct lamps for the number batteries used. This refers to primary cells only. The batteries can only be loaded from the head (bezel) end of the light because in order to make the lights as small as possible they were designed with a tailcap that is too small in diameter to allow battery insertion from the tail end of the light. The circuits in the E1L and E2L which use the KL1 (Luxeon) or the newer Cree version which uses the KX1 for the E1L (1x123 only) and the KX2 (2x123) for the E2L are in the head. The KL4 has a Luxeon V with the circuit in the head. The L4 body is just like a E2E body except it says "L4" instead of "E2E".
The next larger diameter bodies are the L1, L2 and A2. These lights all use the same tailcap, but that is the only interchangeable part. These lights are slightly larger in diameter in order to allow the batteries to be inserted from the tail end of the light because the circuit is the body of the light next to the head.
The next larger size up in diameter are the Classic "C" series of lights. These are C2, D2, G2, G2 LED, G2Z, M2, 6P, 6P LED, Z2, L5, C3, D3, G3, 9P, Z3. The L5 is just a C2 or M2 body (that says L5) with a KL5 head and a clickie tailcap. The KL5 is a Luxeon V with the circuit in the head. The batteries can be loaded from either end in these lights. The C series can interchange heads, bodies and tailcaps, but the lamps must be used with the correct number of cells, again I'm refering to primary cells.
The next size up are the Millenium or "M" series of lights. Note: the M1 and M2 are not the same size as the other lights in this series. These are the M3, M3T, L6, M4, M6. The tailcaps of the M3, M3T, L6, and M4 are interchangeable with the "C" series of lights. The L6 is just a M3 or M3T body (that says L6) with a clickie tailcap and a KL6 head with a Luxeon V and the circuit is in the head. The M6 uses the same TurboHead as the M3T or M4, but the body and tailcap are larger and not interchangeable.