Phillips Saferide? It may not be as powerful as some others mentioned, but it doesn't waste a bunch of what it puts out either.

And something to consider (which has been pointed out to me, but I have as yet to actually ride in these conditions at night) is that during fog, rain, or snow, a bright and powerful light on your helmet may very well hinder you as much as help. Something to do with the light being bounced back at you...