I use a Petzl Zipka. Really bright, from an excellent company and nothing like as bulky as most. Its cord retracts inside so you can carry it about easily in a pocket when you're not using it.
I got an energizer one out of homebase couple weeks ago, its fab - has different beam widths and is super-comfy,comes with batteries- was about £16.. hope this helps..
Focus have a really nice light bright one for £5 something with batteries, it is £11 for the same one in Tesco!! The Morrisons £2.99 one didnt last me very long, funnily enough... also for big rechargeable lantern torches the best I have found is Halfords own, all the others were rubbish.