TerraLux has some cheaper ones. They're nice for the price, but "beam purists" don't like them too much because you can't really "focus" the beam all that much and start getting rings almost as soon as you turn the light on.
The TerraLux's beam is tightest pretty much only *right* after you turn the light on. The sammies (dat2zip's pills, linked by jtice) use optics or reflectors (your choice) which keep the light focused (ie. no "rings") regardless of how much you rotate the bezel (to certain limits, of course).
I don't have experience with either Lambda or InReTech's drop-ins to comment.