If you don't want to wade through a bunch of reviews and learn about flashlights, here are some quick recommendations for decent flashlights in different sizes. All of these lights use normal alkaline or NiMH batteries and all are LED lights because of the reliability and runtime. The first light is a higher end light followed by a budget alternative.
Olight I3 EOS 1xAAA 3-mode light with twisty switch. This is just a very well-made compact light and not very expensive. It is available from a number of dealers, but GoingGear is as good a place as any. This light is a newer version of the iTP A3 EOS, so if you find that one, it is basically the same thing, though the iTP was also available as a simple 1-mode light.
Keychain 10-pack Never run out of lights. Just a simple keychain light with a 5mm LED connected to a couple of button cels, but for $4.47 you get 10 of them so you can give them away and will never run out. Plenty of light to see where you are walking or light up your door when you get your keys out. Available at DealExtreme in black, but if you look around you can find lots of other colors.
TrustFire R5-A3 1xAA 3-mode light with a Cree XP-G R5 and tail clicky, $14.90 at DealExtreme, $14.70 at KaiDomain, or $17.60 at Manafont. Modes are High, Low (early versions had more of a Medium than Low), and Strobe. Also works with lithium-ion batteries, but the R5 should be quite bright on a single AA NiMH. Though not for a beginner, some soldering on the driver can convert this light to 3 non-flashing modes (described here).
Sipik SK68 1xAA focusing light with a Cree XR-E LED and tail clicky. Has a convex lens and the head slides back and forth to adjust the focus from an even floodlight to a tightly focused image of the LED for maximum throw. Can be found for around $7 from dealers and on eBay, under different brands or no brand at all. TomTop, Manafont.
Large Light to Impress Your Friends
Fenix TK70 4xD cell light with 3 Cree XM-L's in the reflector has 2200 lumens of maximum output. $230 at Amazon. The more understated TK60 is half the price but only has one XM-L LED for 800 lumens of output, $120 at Amazon.
Cyclone C88 A 3xAA light with a Cree XM-L LED. Can also be run using lithium-ion batteries. If using AA, it is probably better to use high quality NiMH batteries due to the high current. $45 at International Outdoor in either cool white or neutral (cool white is brighter, but many people prefer neutral tints) and in either 3 or 5 modes.