About all I carry are 2 cell lights. Either an E2o or E2o with KL4 head and sometimes an E2d with a KL1. I also carry an A2, but I keep them clipped like I would my knife. I normally don't even notice them unless I have something that I really need in the bottom of that pocket. I also carry a C3 or TL-3 a lot of times in my back pocket. The E1e and E1l are nice, but I don't like the bulk in the bottom of my pocket, though if I wear cargo pants I wouldn't hesitate to carry them. I also like the long clip Surefire's a lot better than the short ones.
I lean towards the 2 cell personally, but if you have the money to buy one and get the other body then you would have some neat options. Later on you could buy a tailcap and another head and have a totally different set to use for "legos".