Nothing wrong with any of the suggestions made here, but I'd also suggest looking at the Streamlight Sidewinder Compact II. It's cheaper than the Petzl Stix IR and you get a strong white light (55 lumens), red, blue and IR leds (on the military version) and a headband and a helmet mount come as standard.
The thing I really like about this light is that it accepts AA (reachargeable or non-rechargeable), CR123 and, even though it's not advertised, AAA batteries. As the unit runs on a single battery, you'll almost always be able to scrounge a battery for it from one of your mates.
The only negative about the light is that the power button is a bit too easily depressed if you throw it in your bag, resulting in an empty battery.