I have and really like the Planet Bike Blaze headlights. These run on two AA batteries and provide enough light to ride by and are extremely bright in flash mode. I've had oncoming cars flash their brights at me when running one of these during the day in heavy overcast conditions. I have both the 1W and 2W versions. The 2W is a bit brighter and bluer in color, but the 1W is no slouch and the batteries last considerably longer. Batteries last many hours, especially in flash mode. It's really easy to take on and off, either leaving the mount on the bike or by removing the mount. Shop around and you can find these for under $50.

For more extensive nighttime excursions I have a much bigger 700+ lumen rechargeable light.