If you are familiar with a maglite, when the light is off you can press the button halfway and the light will turn on for as long as there is finger pressure holding down the button partway. Push the button all the way, until it clicks, then the light will stay on. This is what has been called a forward-clicky, non-reverse clicky, regular clicky, etc. It can be used for signaling or intermittent tactical use.
A reverse-clicky does not behave the same way. When the light is off, if you press the button halfway, the light will not turn on. Push the button until it clicks, then the light turns on. Now with the light turned on, if you hold down the button partially depressed the light will turn off for as long as you hold pressure on the button. Release the button and the light turns right back on. The light will stay on until you click the button again.
Surefire lights normally do not come with a clicky switch but they can be bought as a seperate option. The standard Surefire switch is called a twisty. These switches are the most mechanically simple. They feature a button that can be pressed only for intermittent use. To keep the light on, you simply twist the switch clockwise--you're basically tightening the tail cap. Twist the tail cap counterclockwise and the light turns off.
Which is most desirable? That's an unending debate that can lead to fist fights. They each have their advantages and disadvantages. Forward-clickies are very intuitive. Reverse-clickies are supposedly harder to turn on accidentally while in the pocket or in storage, and it has been said they are more durable and are supposed to have a longer life. Twisty switches are the least likely to break or wear, and they can be operated silently--important to a tactical user like SWAT, law enforcement, military, security, etc.