Actually, as others have noted, it depends upon the application. For indoors and when I am camping with others in close quarters I want the lowest of low to both preserve my night vision and minimally disturb those around me. For utility use around the house it should start in medium. If I need to, say, immediately light up the side of the tool shed to catch some errant "youth" up to no good, then the brightest of bright works.
I don't like "last mode" lights as I have to remember what the last mode was in order to predict how bright it will be.
Right now my ideal single light is the Jetbeam RRT-0 as I can adjust the "turn on" brightness without illuminating the light.