I know a bunch of guys at WBR had some little, lithium powered $10 headlamp from Wal-mart that they really liked. Check it out. Don't know if you can replace the batteries, though.
http://www.walmart.com/catalog/product.do?product_id=6043630I have used a PrincetonTec one for all my relays, and it works well. Uses 3 AAA batteries, so pretty lightweight, but not like the Walmart one. Similar to:
http://www.rei.com/product/736937If you want a superbright one, go for one that has a 1-watt LED bulb.
http://www.rei.com/product/715189Lots of choices out there. I would just try a bunch on at a sporting goods store.