Headlamps are a must. They help keep your hands free and follow your head wherever you look at.
On everyday activities I usually bring my Petzl Tactikka but on heavt duty ops, where I know I need ultra reliable and tough lights I go with SureFire.
This SureFire Minimus was a present from a friend and has been with me to places where not even bad guys want to go. The Minimus features a variable output with white light (I use a red filter) at 100 lumens (high output) and all the way down to 1 lumen at it's low. It's easely set by a rotating bezel. it weights about 3 ounces and uses one 123A battery. A feature that it's a good thing to have is its avility to transmit a long-running SOS beacon. It is also submersible to 3 feet for thirty minutes.
I carry the Minimus on a simple pouch that I attach either to my vest or to my belt.
I also carry 2 extra batteries with me. The standard SureFire 123A. I carry them inside a waterproof capsule (from CountyComm).
Overall, it's one of the toughest, most durable headlamps I've tried. Like all SureFire products it is built and tested in the USA by some of the best military and law enforcement units.