Welcome to CPF.
It might be easier trying to select a torch that suits your needs rather than the preferences of over 3000 CPF members.
It might also be easier if you try to sort out and organize your search. You can eliminate a lot of unnecessary things as you narrow down the search.
1) Batteries?
1a) Common batteries AAA, AA, C, D. Available everywhere.
1a1) Rechargeable versions of above. Provides more current for more brightness/runtime.
1b) CR123A. 3V usually allows for more powerful lights than common batteries and a smallish form factor. A CR123A is 1/3 the length of 2AA required for the same voltage. More costly, may not be available at local B&M stores.
1b1) RCR123A. Rechargeable versions of the above. Some CR123A torches can not handle the higher voltage of RCR123A.
1c) 10440 (AAA), 14500 (AA), 18650 are newer common versions of Li-on batteries.
1c1) Exotic batteries from 10180 to D size Li-on batteries. Custom battery packs.
2) Use/Size?
2a) Keychain, pocket, EDC (everyday carry). Small usually coin cell, AAA, AA, CR123A size.
2b) House. Comfortable size to hold, fits in kitchen drawer. Bright but not too bright. You do not want to blind yourself with blowback from a light coloured wall. Also you may have to do close in work. A floody light is preferable to a thrower with it's super bright hot spot
2c) Car. Smallish, fits in glove compartment. (best place is in a box under the PASSENGER seat of the car).
2d) Outdoors. Thrower. From a handheld for walking the dog to a lantern for seeing if your friend is on that book 1/4 mile down the lake.
2e) Specialty. A very upset paint engineer found most of the highly recommended torches were useless for finding flaws in paint jobs. Others include explosion proof and dive ratings.
2f) My WOW light!!! A brite lite to impress your friends. The smaller the less likely they will expect soooo much light. Others prefer the stealth light a maglite moded to be extra bright. Mac's The Torch famous for it's ability to start fires got a pre-nom from the Darwin Awards for most likely to kill one of it's owners. And Ra's MegaBlaster got written up in Popular Science.
3) Price
3a) <$20. You can get them at your local discount store. From cheap plastic lights to older LED models.
3b) $15-$50. Low end LED lights from CQG, DX, Kai. Check CPF for quality or lack therof before you buy.
3c) $40-$200. Generally good quality lights. Surefire, Inova, Streamlight, UK, Pelican, Princeton Tec, Fenix, Olight, Lumapower. A couple of newcomers are Zebralight and Edgetec.
3d) >$200 You are into specialty or exotic lights here.
Select a battery type, a use, a price and your search will narrow considerably. You will eventually get one of each type EDC, home, car, outdoors but if you look for only one at a time it will be a lot easier.
For example if you want a coin cell keychain light you are down to Photons and Faux-tons pretty fast.
If you prefer AAA instead of coin cells you will find yourself down to the Arc AAA(-P) and L0D CE(Q4). Because the construction of the buckle is below par, 1/2 the batteries would not fit into the Ultrafire, the Huntlight has o-ring shredding problems, the Avenger is just too weird mechanically to assemble, the Liteflux err... do you really want to program your 1st light?
As these small lights simply cannot throw, you won't be drawn into discussions of smooth textured LOP MOP reflectors or TIR Fraen Cree optics.
As to battery type you are down to AAA alkaline, AAA NiMH and AAA LSD NiMH (Eneloop) and can ignore all the other battery types.
Hide your wallet and have fun.