If you want cheap lights that are pretty good, check home depot for Defiant lights but they might be sold out in your area. Not the best quality or waterproofing but it's hard to beat them for the price, they also come with free batteries.
I personally use a Spark SX5 headlamp, the headlamp is nice because I can choose where the light is pointing towards easily. Only downside is I have to be mindful of where I point my head or I'll blind others. It's got the added advantage that it can use multiple batteries so I can use any batterie type from my other lights if I need to.
BTW most manufacturer lie or embellish the truth about the ratings of their lights by either having poor regulation or stepping down the lumens after a certain rate of time, so look up reviews of whatever light you buy.