I'm surprised no one has mentioned the flashlights on eBay. This is an example
CREE LED on eBay. There are many like this to choose from. The CREE LED is very high intensity. I like the ones that are powered by a single AA battery although powered by a CR123 or a Lithium cell works fine too.
One of the benefits of a CR123a battery is that it has a very long shelf life - also it retains a strong output even when below freezing. This is an example of a high intensity flashlight that uses the CR123a cell:
CREE LED and CR123a battery.
I've bought about 8 flashlights from eBay (various sources) and have been happy with each of them.