I apparently have big hands; I like 3-6D Mags for carrying on night walks, although they can be a little trouble to carry when you need both hands free. (If I had to pick one, I'd go with 4D, for off-shoulder convenience.)
I carry a 2C Mag61 in a jacket pocket, and I think one cutdown to 1x26700 would be the best for this role I've actually handled. I think a fat 3x18650 (LegionII, WF-1300L, etc. style) would be an even better coat-pocket light, but I'd think it'd be a bit on the heavy side for walking around with it in your hand -- I'd need to carry one a few days to decide.
For pocket/belt lights, I like 1x18650/3xAAA size best.