If you don't want to wade through a bunch recommendation 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

iTP A3 EOS 1xAAA light with twisty switch. Available in different colors and as a 3-mode or a simple 1-mode. This is just a very well-made compact light. It is available from a number of dealers, but GoingGear is as good a place as any.

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, 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 tail clicky. 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 $51.30.

Eastward YJ J09 1xAA 3- or 4-mode light with the same LED as the Quark above. DealExtreme $19.80. Needs NiMH or Lithium primary batteries; alkalines won't give enough power.

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 with a 3-mode 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.

Large Light to Impress Your Friends

Fenix TK45 8xAA light with 3 Cree XP-G R5's bundled like a Gatling Gun for 760 lumens of maximum output. $150 at Amazon.

Lambdalights Varapower 2000. Luminus Phlatlight SST-90 driven at 9A. More than 2000 lumens at full power. $233 with all options at [1]