I second Geoffchan in his recommendation to contact
http://www.mnsi.net/~nbtnoel/micro_rigs.htm
Eric makes fantastic Concealex (similar to Kydex) rigs for the E2,E2e,E1&E1e Surefires.
As a matter of fact I am carrying my E2e in one of Eric's holsters as I am writing this. I have used this holster for a good few months now and I can say with confidence that the E2e stays put and is held very securely on my duty belt.
The Concealex has stood up to much more abuse than I ever thought it would and shows no premature signs of wear etc. Compared to the SF nylon V82 pouch this is in a different league. One thing I thought I'd add is that the E2e & KL1 can be carried just as securely in this holster as the E2e on it's own. If you are serious about carrying the SF E2 series of lights you really ought to at least check this out?
Doug