I carry a Jetbeam PA20 in an old leather Buck knife case, that I modified by cutting the folding flap off. Fits in there very well and is always at the ready on my side. The PA20 takes 2xAA batteries wich are conviently available..
Flash lights! Now that is a tool just about worth it's weight in gold.
I have several flashlights which I use. I have an old school 2 AA maglite LED, a couple SureFires (don't use much because batteries cost to much) and my favorite is an Energizer 6 LED + Infrared head lamp. I get a lot of strange looks and even jokes from coworkers about exploring caves but 2 hands free + light where you want it can't be beat.
Dewalt 12 volt max LED. Clips to my Veto, has a magnet and the light head swivels in all directions. I often stick it on the side of the unit I am working on, or something metallic nearby with the light shining right on what I am doing. Battery life is awesome, and of course shares with my 12 volt max drill and impact (which is always in the Veto) so I always have 2 batteries wherever I am with my tools. Very bright white light.
3-pack from Costco. Bright LED light, compact, aluminum, runs on 3 AAA's (free from work), and when I lose all three of 'em I'm out $20! Also I have an Energizer head lamp that gets used daily. Those last usually a year to 18 months, then usually fail from corrosion as I sweat alot in attics.
I carry my blackberry phone with the flashlight app... cant leave home without it and it works like a charm. Seen the light for the iphone 4's just as nice. Yes its not a typical flashlight but,,,, I cant forget it!