In the outdoors, headlamp is a must. back in 2009 my friends and went mt hiking but due to an unexpected storm, we got lost and have to navigate difficult wet terrain in the dark, I have 1 headlamp (which I lent to our trail leader) and 4 other lights, I use a hand held and I scrambled to maintain my balance with only one hand to hold to rocks and trees and still trying to point the light in front of me. I was glad we survived and I learned my lesson that night.
Headlamp - at difficult terrains it's safer to have both hands helping you maintain balance
Battery life - you don't want to change batteries during heavy rains
Multi mode light - at times too bright will blind you and occasionally you will need throw.
Reliability/Durability - One of the light I lend to a friend flickers and mine drains batteries sooner than I thought it should. Use reliable batteries, LSD like eneloops or Lithium AAs.