A weapon-mounted light is not a substitute for a hand-held light. A weapon-mounted light, if used unwisely, can be a dangerous liability. A weapon-mounted light, used properly, can be a wonderful force-multiplier at the right moment in time. I will emphasize the “moment in time” part.
I do not normally use a weapon-mounted light on carry guns, as the extra bulk is not worth the sacrifice in concealment, and, because I tend to carry revolvers, anyway. I do tend to keep one or more favored hand-held lights on or about my person.
I have several Surefire X200/X300-series lights, that I can affix to long guns and handguns, for various roles, as needed.