Back in my college days, I had a cheap Cateye light that would fall out of the mount if I hit a speedbump, so I had the thing taped/zip-tied in place.
Since then I've had a CygoLight which worked great, but by the time I had to replace the battery they had discontinued that model; so I bought an L&M Solo, which worked well, but I found the "leftie" handlebar mount to get a little shaky over rough pavement or big bumps, and I had to re-align my light once in a while.
Now I run a Supernova E3, and it's bolted and blue loc-tite'd in place. It's not going anywhere without a pair of vice grips and a ratchet driver.
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"I feel like my world was classier before I found cyclocross."
- Mandi M.