Again speaking as a Canadian (funny how so many of us turned up on a thread with 'winter' in the title) it has further occurred to me to suggest adding a lanyard to a flashlight for the cold months. This will not only prevent it being dropped and lost in the snow, but will also allow it to be worn around the neck and kept warm and easily available when wearing outer layers and mittens, etc. When in use, the lanyard can be kept around the neck, around the wrist, or fastened to the tabs etc usually available on the outside of a serious parka.
Especially if worn around the neck, a lanyard should always have a safety break-away feature, either a commercial one or one added with something like shrink tubing (make sure it's indeed weak; I once made one that turned out stronger than the cord used), by tying in a rubber O ring, or (the handy sailor's option) by splicing in a short length of fishing line with a known breaking strength.