I recommend the Fenix L1D CE (the Cree LED). Small, tactical light that runs on a single AA. Couple reasons why I picked this over the Sure-Fire G2 and other lights.
1. For me, it fit my hand perfectly. It's very compact (may be too small if you have big hands).
2. Uses a AA- a common battery. Lithium batteries are harder to find and a whole lot more expensive.
3. Six modes- turbo and strobe (I think the strobe was meant just to blind and distract people- sure seems to work that way), low, medium, high, SOS mode.
4. Switching from turbo to strobe is easy (just tap the pad).
5. 80 lumens max, 1.5 hrs (more time on the lower settings, obviously).
6. Durable, dunk-able, excellent look.
7. Cheaper, and it comes with a spare o-ring, pad, lanyard, and holster. Free first-class shipping.
Carry it around every day wherever I go. Neat little bugger. You can't mount it as far as I know, but there are advantages and disadvantages to both methods anyway (with the Fenix and the lanyard, I prefer to have it in my support-side hand). Give it a look-see.