As excellent as Surefire lights are (I own several), Surefires are not the only makers of excellent lights out there.
If you are looking for lights that run on easily available AA or AAA batteries, then Surefire is right out. Same thing if you want something small and compact enough to have on a keychain or around your neck, for example. I believe the smallest light in the Surefire line is the E1e Executive Elite and that is still (IMHO) too big to be used as a keychain light.
Nothing against Surefire lights (I own a lot of them; my current EDC includes a L4 on my belt, U2 in a cargo pants pocket, KROMA in my jacket, A2 and L1 in my Fatboy) but there are also plenty of other equally nice, useful lights out there, from a variety of different manufacturers.