While at DX you can get a lot of great deals, IMHO their stuff appeals more as a source to get lights and components to do modding/customs. While their prices can't be beat, you give up reliability and durability to save money in many cases. Most of their lights that I can think of that would have acceptable durability best lights also run on rechargeable cells, which may be inconveient to give as a gift.That said, the following I've found are my favorite lights from DX:
1)
Coin cell lights. Only $0.50 each, the advantage of these is that you can put them all over the place and always have light on-hand. Each should last for a few hours of usable light, which lasts a long time as coin cells are only usually on momentarily. We have these attached to every keychain, and hanging up in every closet and next to every computer for hooking up cables, seeing dark key holes etc. Even if you end up getting something else, It can't hurt to buy 20 of these and use them yourself, or give them away ($10 worth).
2)
Ultrafire C2 -- Of all their lights I've tried, I like this one the best -- good throw, and bright spill in the same light, so it's useful both up close and at a distance. Build quality is also pretty good. The one with the black finish scratches fairly easily. The one I linked to is from Kaidomain (a competetor to DX) who has the light with a more durable natural finish. This runs on 2xCR123, or an 18650 rechargeable. This light ($26) 2x18650 protected* cells, and a charger will run a little under $50.
3)
Ultrafire C1 Stainless -- this one was just added to DX this morning for $28. It's stainless steel so the finish will be very durable, and very small (not much bigger than the CR123 battery). I recommend running it on a CR123 primary cell. I believe some posters on here have used it and said that it had reasonable build quality and regulation (consistent output).
There are also some options other than Surefire and DX:
Fenix has a lot of great small lights -- you can buy these at
Fenix Store in the $40-$55 range. Be sure to get a Cree Edition -- those will be double the brightness of the old Luxeon lights with similar battery life. Lots of their lights run on standard alkaline batteries, all are multi-level, and all have good durability.
Lumapower and Huntlight are also great, a bit more expensive, but extremely high quality -- as far as I know only topped by Surefire. These are in the $50-90 range.
Battery Junction has these for sale. They also sell cheap CR123s and ship fast (you get the goods in a couple days, DX can take a couple weeks). I have the Lumapower M1 and it's definitely my most durable light, has great runtime an a 18650 rechargeable (4 hrs high, 26hrs low to 50%), and is my longest-throwing LED light by far, and that's with the textured reflector.
* Be sure to get protected cells if you're giving this as a gift. There's a whole laundry list of reasons I won't get into here. Note that most lights that take both 2xCR123 or 18650 will run a lot longer on the 18650.