What do you mean by not too expensive? Less than 100 dollars, less than 50 dollars?
If it's in your budget I would pick up a TK21 U2 for a nice floody beam that makes lighting your surrounding area easy but still let's you see a decent distance. The other two options that I am thinking of are not nearly as bright but, they are much easier on the eyes and more comfortable to use in the woods. An LD25 and LD40, the two neutral white outdoor lights from Fenix. I have the LD25 and use it whenever I go out into the woods at night. I have grown to love the tint of my LD25 when I'm out there. The LD25 feels warm and vibrant where as everything else feels cold and flat by comparison. I will say one thing that is a plus about the TK21, you can get a blue filter attachment for it when you are tracking an animal you hit. Having a blue light makes everything look pale and bright, except blood, blood shows up up black and has a nice contrast against everything else making it easy to see. Only thing is, it makes everything creepy as hell when it's the only light lighting your way.
EDIT: If you can wait about a month or you might want to check out the new Fenix TK22. It has a little less runtime but: it has more throw, overall light output, and a nicer beam pattern if you are interested.
Also, if you get a lithium light and want some suggestions for batteries, chargers, and safe charging habits feel free to ask; I can help out with that subject too.
