To me, the most comfortable lights to hold and use are 1xAA with a tail cap clicky switch, and are long enough to fill my fist, -- e.g., Fenix LD10, L3 L10C, and (not counting the switch itself) Xeno E03.
As much as I otherwise appreciate their design, I have been afraid to buy a Zebralight SC32 due to the short length, and the same fears came up when considering the new Olight S1 recently. I find the S10 Baton (and S15 in single-cell config) feels less-than-secure in my hand due to the side switch, and the way they are consequently held. They just aren't long enough to engage enough fingers. However, with the extension tube in place, the S15 feels very secure and comfortable... because there's something substantial to hold onto.
Of course, smaller means more comfortable to carry, and I think lights with a tail-mounted clicky switch can be a bit shorter and still work out OK.
I have just started carrying a D25C Ti, and though it's *almost* too short by my reckoning, it's still reasonably secure and comfortable in a three-fingered grip. I am still getting used to it, but I'm starting to think that the D25C is a good compromise between carrying comfort and using comfort.
Echoing what some others have said, in the winter I like a 2xAA with a forward clicky, which I find works well when wearing gloves.