If size and cost are a big deal to you, then why not get a set of Blackburn Fleas or Axiom Sparks? They are USB rechargeable, small, and bright for their size. You can get them for about $20 each if you shop around. I have used my fleas daily for a year or two and I'm very happy with them.

I would never want to use them exclusively, but hey, to each his own.