You will get many surefire posts, but the $ ain't right, and neither is the battery in most cases. My personal favorite is the Quark series, which are really bright, with great throw, and AA users with momentary on or "click constant on" capability. The tactical version is what I currently carry the most, but the cost is slightly higher for the tactical. The quality is high, and the lights are programmable, but I only use two easily selected settings. Highest and medium, which REALLY lengthens battery life. However, despite the tactical name, the striking bezel is absent. The size is perfect for Kubotan techniques though.
For times when I need less light I always have my pelican 1910 in my pocket for backup.
Another company to check out is Fenix. I don't like their forward-clicky switches as well as the quark, but they are a good solid light for a decent price.
Until recently, streamlight would have been a contender, however the quality has gone down significantly imo.