Troubleshooting
So you just bought a new light and it doesn't work. Here are some pages that can help you troubleshoot what is wrong. Hopefully it will be something simple. At the very least these guides can help you pinpoint where the problem is.
Don's Budget Light walkthrough
Basic troubleshooting boils down to:
Does electricity get to the LED or bulb?
First, and easiest, test. Are the batteries in there? I hesitate to put that in, but I've been fooled that way before.
If they are rechargeable, are the batteries charged? A voltmeter helps here, the cheapest ones are just as good as the most expensive ones for this sort of thing.
Do the batteries work in another device of comparable current draw? Remember that a bright AA light can easily pull 2 amps from a cell - alkalines won't last long on that sort of usage.
If the batteries are the right way round and capable of producing current:
Remove the switch and connect the negative of the battery to the body of the light. A paperclip is useful for this. Make sure you find a bare metal part, most metal coatings and anodizing do not conduct electricity. If it lights up, the problem is in the switch. Here is an excellent guide on using a voltmeter to test flashlights.
If it still doesn't light up, it is time to investigate the head end. Do the batteries touch the positive contact? Batteries can be a bit shorter or longer than they are meant to be. If you need a spacer make sure it can't short out the batteries, this can have unpleasant effects.
In most Chinese-made lights the job of getting a current path from the negative terminal of the battery to the head of the light is done by solder. There is a good example of this here. Poor soldering. A quick blob of solder will fix this problem.
If these measures fail, it gets more complex.