Quick picks
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.
Keychain Light
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 This light is a newer version of the iTP A3 EOS, so if you find that one, it is basically the same thing, though the iTP came in more color variations as well as a simple 1-mode light.
Tank007 TK-703 1xAAA 1-mode light with a tail clicky. DealExtreme $11 shipped.
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.
Pocket Light
Quark AA 1xAA 8-mode light with a Cree XP-G R5 and a tail clicky. Different modes available depending on whether the head is tightened or loosened. Quarks come in all shapes and sizes so if you want a different battery or a programmable light (their tactical version), just look around. 4Sevens $57.
TrustFire R5-A3 1xAA 3-mode light with a Cree XP-G R5 and tail clicky, $18.11 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).
Bigger Light
Solarforce L2-i - This 3xAAA light lets you get started in P60 drop-ins without worrying about lithium-ion batteries. It isn't a great power source, but it works. You can get this light including a 3-mode low voltage Cree XP-G drop-in for about $25 on a decent sale at Solarforce Sales. These lights are little too big for a pants pocket, but fit well in a holster or coat pocket. They also have the L2r which takes 2 AA batteries, but the drop-ins are usually brighter with 3 batteries. There aren't many budget choices in this size that don't require lithium-ion or CR123A batteries, but the Solarforce is pretty inexpensive.
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.
Lambdalights Varapower 2000 Luminus Phlatlight SST-90 driven at 9A in a 3 D-cell Maglite shell (NiMH batteries only). More than 2000 lumens at full power. $233 with all options at Lambdalights.